+105.3%
HAL vs PENG
+115.2%
-9.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.4% |
| 7D | +2.9% | +4.5% | -1.6% | +2.3% |
| 30D | +17.0% | -7.1% | +24.1% | +17.7% |
| 3M | -9.7% | -27.3% | +17.6% | -7.9% |
| 6M | +8.6% | +169.6% | -161.0% | -9.3% |
| YTD | +33.0% | +164.6% | -131.6% | +10.9% |
| 1Y | +68.3% | +109.5% | -41.2% | +44.4% |
| 3Y | +0.1% | +98.9% | -98.8% | -18.3% |
| All | +105.3% | +115.2% | -9.9% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling