+112.8%
HL vs PENG
+56.5%
+56.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.9% |
| 7D | -11.1% | +13.2% | -24.3% | -13.1% |
| 30D | -12.1% | -29.9% | +17.8% | -7.7% |
| 3M | -26.1% | -22.2% | -3.9% | -24.5% |
| 6M | -37.7% | -1.9% | -35.9% | -40.7% |
| YTD | -31.7% | +142.1% | -173.8% | -45.6% |
| 1Y | -11.6% | +151.5% | -163.2% | -30.1% |
| 3Y | +249.6% | +206.9% | +42.7% | +158.6% |
| All | +112.8% | +56.5% | +56.3% | +40.7% |
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