+129.3%
HL vs PENG
+689.3%
-560.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.7% |
| 7D | -11.1% | +13.2% | -24.3% | -13.6% |
| 30D | -12.1% | -29.9% | +17.8% | -6.8% |
| 3M | -26.1% | -22.2% | -3.9% | -24.3% |
| 6M | -37.7% | -1.9% | -35.9% | -41.6% |
| YTD | -31.7% | +142.1% | -173.8% | -48.6% |
| 1Y | -11.6% | +151.5% | -163.2% | -34.1% |
| 3Y | +249.6% | +206.9% | +42.7% | +134.3% |
| 5Y | +108.5% | +58.2% | +50.3% | +48.1% |
| All | +129.3% | +689.3% | -560.1% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling