-17.2%
HAL vs PENG
+735.0%
-752.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +2.6% | +34.6% | -32.0% | -2.9% |
| 30D | -0.1% | -35.9% | +35.8% | +6.4% |
| 3M | -1.1% | -14.7% | +13.6% | -1.2% |
| 6M | -20.7% | +13.5% | -34.3% | -28.0% |
| YTD | +17.5% | +156.1% | -138.6% | -11.3% |
| 1Y | +24.1% | +141.3% | -117.2% | -5.4% |
| 3Y | -8.4% | +223.4% | -231.8% | -38.6% |
| 5Y | +53.2% | +67.4% | -14.2% | +9.2% |
| All | -17.2% | +735.0% | -752.2% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling