+177.4%
HAL vs TDY
+7,071.3%
-6,893.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +15.9% | -12.5% | +28.4% | +21.6% |
| 3M | -8.7% | -1.2% | -7.5% | -8.7% |
| 6M | +9.0% | -6.6% | +15.6% | +10.9% |
| YTD | +32.0% | +18.5% | +13.5% | +22.8% |
| 1Y | +72.5% | +10.8% | +61.7% | +63.9% |
| 3Y | -4.5% | +47.5% | -52.0% | -18.9% |
| 5Y | +109.7% | +35.8% | +73.9% | +82.4% |
| 10Y | +1.2% | +459.0% | -457.8% | -39.9% |
| All | +177.4% | +7,071.3% | -6,893.9% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling