+258.1%
HL vs PENG
+755.0%
-496.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +7.1% | +7.8% | -0.7% | +5.2% |
| 30D | +21.4% | -12.2% | +33.7% | +24.2% |
| 3M | +37.4% | -20.6% | +58.1% | +39.7% |
| 6M | +0.4% | +180.9% | -180.5% | -24.7% |
| YTD | +6.7% | +162.3% | -155.6% | -19.0% |
| 1Y | +102.4% | +107.3% | -4.9% | +60.4% |
| 3Y | +417.4% | +110.8% | +306.7% | +268.6% |
| 5Y | +243.3% | +117.8% | +125.5% | +130.4% |
| All | +258.1% | +755.0% | -496.9% | +64.4% |
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