-35.1%
HL vs PENG
+18.0%
-53.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.7% |
| 7D | -7.6% | +34.6% | -42.2% | -11.8% |
| 30D | -17.5% | -35.9% | +18.4% | -12.3% |
| 3M | -26.2% | -14.7% | -11.5% | -25.8% |
| 6M | -35.1% | +13.5% | -48.6% | -45.9% |
| All | -35.1% | +18.0% | -53.0% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling