+42.8%
HALO vs PENG
+106.3%
-63.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +0.5% | +7.8% | -7.2% | +0.5% |
| 30D | +5.0% | -12.2% | +17.2% | +5.1% |
| 3M | +53.1% | -20.6% | +73.8% | +52.9% |
| 6M | +60.8% | +180.9% | -120.2% | +49.8% |
| YTD | +60.9% | +162.3% | -101.3% | +49.5% |
| 1Y | +42.8% | +107.3% | -64.5% | +32.2% |
| All | +42.8% | +106.3% | -63.5% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling