+39.7%
HAL vs TEL
+723.0%
-683.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +2.9% | +3.0% | 0.0% | +0.7% |
| 30D | +17.0% | -3.9% | +21.0% | +19.6% |
| 3M | -9.7% | -5.1% | -4.5% | -8.2% |
| 6M | +8.6% | +0.6% | +8.0% | +3.3% |
| YTD | +33.0% | -7.3% | +40.3% | +31.8% |
| 1Y | +68.3% | +1.1% | +67.2% | +55.8% |
| 3Y | +0.1% | +63.7% | -63.6% | -36.0% |
| 5Y | +102.6% | +50.7% | +52.0% | +33.2% |
| 10Y | +3.8% | +290.2% | -286.3% | -63.3% |
| All | +39.7% | +723.0% | -683.3% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling