+103.6%
HAL vs TDY
+34.3%
+69.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -3.3% | -1.9% | -1.4% | -2.5% |
| 30D | +7.2% | -12.5% | +19.7% | +13.8% |
| 3M | -8.8% | -0.8% | -8.0% | -9.1% |
| 6M | +3.0% | -9.0% | +11.9% | +6.4% |
| YTD | +29.4% | +16.8% | +12.6% | +17.5% |
| 1Y | +62.8% | +9.5% | +53.4% | +51.9% |
| 3Y | -6.4% | +45.4% | -51.8% | -25.4% |
| 5Y | +103.6% | +37.8% | +65.8% | +58.4% |
| All | +103.6% | +34.3% | +69.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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