+193.9%
HALO vs PENG
+184.4%
+9.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +12.4% | -28.1% | -16.2% |
| 7D | -20.8% | -19.4% | -1.4% | -20.1% |
| 30D | -6.5% | -42.4% | +35.9% | -4.4% |
| 3M | +20.8% | -25.6% | +46.5% | +21.4% |
| 6M | +56.2% | +7.3% | +48.9% | +49.9% |
| YTD | +54.0% | +113.9% | -59.9% | +38.2% |
| 1Y | +51.5% | +93.6% | -42.0% | +36.8% |
| 3Y | +193.9% | +170.2% | +23.7% | +115.9% |
| All | +193.9% | +184.4% | +9.5% | +115.9% |
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