+150.1%
HL vs PENG
+644.0%
-493.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -4.9% | -6.8% |
| 7D | +8.2% | -16.1% | +24.3% | +11.1% |
| 30D | -16.3% | -41.5% | +25.2% | -7.6% |
| 3M | -18.6% | -19.1% | +0.5% | -17.2% |
| 6M | -23.2% | +0.9% | -24.1% | -28.3% |
| YTD | -25.5% | +128.2% | -153.7% | -43.1% |
| 1Y | -4.8% | +98.6% | -103.3% | -25.1% |
| 3Y | +281.4% | +188.2% | +93.2% | +159.6% |
| 5Y | +137.8% | +55.5% | +82.3% | +69.6% |
| All | +150.1% | +644.0% | -493.9% | +15.5% |
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