-14.9%
HAL vs PEG
+171.2%
-186.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.2% |
| 7D | +6.1% | +4.5% | +1.6% | +3.2% |
| 30D | +2.9% | +7.5% | -4.6% | -1.8% |
| 3M | +3.3% | +0.8% | +2.5% | +2.4% |
| 6M | -16.9% | 0.0% | -16.9% | -17.7% |
| YTD | +21.2% | -3.0% | +24.2% | +21.3% |
| 1Y | +27.5% | -4.7% | +32.3% | +29.1% |
| 3Y | -6.4% | +36.5% | -42.9% | -29.0% |
| 5Y | +58.0% | +44.4% | +13.7% | +11.3% |
| All | -14.9% | +171.2% | -186.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling