+69.5%
HAL vs TE
-53.2%
+122.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.9% | -2.4% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | +7.2% | -16.3% | +23.5% | +8.4% |
| 3M | -8.8% | -40.8% | +32.0% | -6.4% |
| 6M | +3.0% | -42.6% | +45.6% | +4.1% |
| YTD | +29.4% | -31.4% | +60.8% | +27.5% |
| 1Y | +62.8% | +144.9% | -82.1% | +38.7% |
| 3Y | -6.4% | -26.0% | +19.6% | -16.7% |
| 5Y | +103.6% | -48.5% | +152.1% | +80.8% |
| All | +69.5% | -53.2% | +122.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling