+111.9%
HAL vs PNR
-20.5%
+132.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | -1.3% | -3.9% | +2.5% | -0.2% |
| 30D | +10.9% | -13.8% | +24.7% | +15.9% |
| 3M | -5.8% | -22.5% | +16.7% | +0.9% |
| 6M | +8.1% | -37.2% | +45.3% | +24.0% |
| YTD | +33.2% | -44.2% | +77.4% | +59.0% |
| 1Y | +74.2% | -46.6% | +120.8% | +111.3% |
| 3Y | -3.7% | -12.5% | +8.8% | -3.9% |
| 5Y | +111.9% | -19.3% | +131.2% | +112.8% |
| All | +111.9% | -20.5% | +132.4% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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