The present invention provides a conjugate having a peptide with from about 10 to about 100 amino acids, wherein the peptide adopts a helical structure. The conjugate also includes a first polymer covalently linked to the peptide, and a hydrophobic moiety covalently linked to the N-terminus of the peptide, wherein the hydrophobic moiety comprises a second polymer or a lipid moiety. The present invention also provides helix bundles form by self-assembling the conjugates, and particles formed by self-assembling the helix bundles. Methods of preparing the helix bundles and particles are also provided.