-13.5%
HAL vs PENG
+153.0%
-166.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | -0.9% |
| 7D | -11.1% | -36.7% | +25.6% | -7.3% |
| 30D | -2.4% | -42.0% | +39.6% | +2.1% |
| 3M | +0.8% | -33.2% | +34.0% | +3.3% |
| 6M | -22.8% | +2.1% | -24.9% | -27.3% |
| YTD | +14.5% | +90.3% | -75.8% | -3.0% |
| 1Y | +20.2% | +67.7% | -47.5% | +3.6% |
| All | -13.5% | +153.0% | -166.5% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling