+758.2%
HALO vs PENG
+762.7%
-4.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -1.4% |
| 7D | +4.6% | +4.5% | 0.0% | +3.9% |
| 30D | +31.8% | -7.1% | +38.9% | +32.8% |
| 3M | +53.9% | -27.3% | +81.2% | +56.6% |
| 6M | +57.4% | +169.6% | -112.2% | +29.3% |
| YTD | +63.7% | +164.6% | -100.9% | +34.2% |
| 1Y | +50.1% | +109.5% | -59.3% | +26.5% |
| 3Y | +157.3% | +98.9% | +58.4% | +102.6% |
| 5Y | +161.0% | +116.3% | +44.7% | +95.9% |
| All | +758.2% | +762.7% | -4.5% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling