+149.4%
HL vs PENG
+42.1%
+107.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.4% | -0.1% |
| 7D | +8.9% | -19.4% | +28.4% | +11.8% |
| 30D | -10.1% | -42.4% | +32.3% | -2.2% |
| 3M | -7.0% | -25.6% | +18.6% | -4.3% |
| 6M | -18.8% | +7.3% | -26.0% | -24.0% |
| YTD | -23.1% | +113.9% | -137.0% | -37.4% |
| 1Y | +8.9% | +93.6% | -84.7% | -10.0% |
| 3Y | +255.0% | +170.2% | +84.8% | +167.8% |
| All | +149.4% | +42.1% | +107.3% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling