-19.6%
HAL vs PENG
+597.2%
-616.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.6% | -2.4% |
| 7D | -12.0% | -19.4% | +7.5% | -9.3% |
| 30D | +0.3% | -42.4% | +42.7% | +8.8% |
| 3M | -1.6% | -25.6% | +24.0% | +0.7% |
| 6M | -20.5% | +7.3% | -27.8% | -27.3% |
| YTD | +14.2% | +113.9% | -99.6% | -10.9% |
| 1Y | +18.9% | +93.6% | -74.7% | -5.6% |
| 3Y | -13.7% | +170.2% | -184.0% | -40.3% |
| 5Y | +42.2% | +44.2% | -2.0% | +3.9% |
| All | -19.6% | +597.2% | -616.7% | -55.0% |
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