+400.3%
HBM vs PENG
+107.7%
+292.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +7.3% | +7.8% | -0.5% | +4.9% |
| 30D | +5.0% | -12.2% | +17.2% | +8.3% |
| 3M | +11.1% | -20.6% | +31.7% | +13.9% |
| 6M | +30.2% | +180.9% | -150.8% | -10.1% |
| YTD | +46.2% | +162.3% | -116.1% | +2.5% |
| 1Y | +120.0% | +107.3% | +12.7% | +62.8% |
| 3Y | +527.3% | +110.8% | +416.5% | +308.3% |
| 5Y | +400.3% | +117.8% | +282.4% | +197.3% |
| All | +400.3% | +107.7% | +292.6% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling