+256.3%
HL vs PENG
+227.7%
+28.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.8% |
| 7D | -7.6% | +34.6% | -42.2% | -13.0% |
| 30D | -17.5% | -35.9% | +18.4% | -11.2% |
| 3M | -26.2% | -14.7% | -11.5% | -25.8% |
| 6M | -35.1% | +13.5% | -48.6% | -41.0% |
| YTD | -30.4% | +156.1% | -186.5% | -48.6% |
| 1Y | -14.0% | +141.3% | -155.3% | -35.8% |
| All | +256.3% | +227.7% | +28.7% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling