+169.7%
HL vs PENG
+661.7%
-492.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.3% | -4.7% | +2.6% |
| 7D | +13.8% | -3.8% | +17.6% | +13.2% |
| 30D | -9.7% | -40.1% | +30.4% | -0.9% |
| 3M | -8.5% | -21.8% | +13.3% | -6.4% |
| 6M | -17.2% | +3.3% | -20.5% | -23.1% |
| YTD | -19.6% | +133.6% | -153.3% | -38.9% |
| 1Y | +11.1% | +110.7% | -99.6% | -13.7% |
| 3Y | +299.7% | +204.3% | +95.4% | +168.6% |
| 5Y | +156.5% | +54.4% | +102.1% | +83.3% |
| All | +169.7% | +661.7% | -492.0% | +23.9% |
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