+27.3%
HAL vs TEL
+753.4%
-726.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.6% |
| 7D | +6.1% | +4.5% | +1.6% | +2.8% |
| 30D | +2.9% | +2.9% | 0.0% | +0.2% |
| 3M | +3.3% | +1.1% | +2.2% | +1.0% |
| 6M | -16.9% | +5.0% | -21.9% | -22.3% |
| YTD | +21.2% | -3.9% | +25.1% | +15.9% |
| 1Y | +27.5% | -7.4% | +35.0% | +24.8% |
| 3Y | -6.4% | +81.0% | -87.4% | -44.6% |
| 5Y | +58.0% | +42.3% | +15.7% | +7.7% |
| 10Y | -14.6% | +284.8% | -299.5% | -69.9% |
| All | +27.3% | +753.4% | -726.1% | -77.4% |
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