+3.2%
HAL vs TEL
+301.8%
-298.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -3.3% | -2.3% | -1.0% | -1.6% |
| 30D | +7.2% | -6.1% | +13.3% | +11.7% |
| 3M | -8.8% | +1.7% | -10.5% | -11.8% |
| 6M | +3.0% | +1.6% | +1.4% | -3.8% |
| YTD | +29.4% | -9.1% | +38.5% | +29.6% |
| 1Y | +62.8% | -1.7% | +64.5% | +51.2% |
| 3Y | -6.4% | +67.3% | -73.8% | -47.0% |
| 5Y | +103.6% | +52.1% | +51.5% | +19.3% |
| All | +3.2% | +301.8% | -298.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling