+23.4%
HAL vs TEL
+759.2%
-735.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +2.6% | +5.6% | -2.9% | -1.2% |
| 30D | -0.1% | +0.9% | -1.0% | -1.4% |
| 3M | -1.1% | +2.1% | -3.2% | -4.0% |
| 6M | -20.7% | +2.7% | -23.4% | -24.8% |
| YTD | +17.5% | -3.2% | +20.7% | +11.9% |
| 1Y | +24.1% | -10.6% | +34.7% | +24.4% |
| 3Y | -8.4% | +79.8% | -88.2% | -45.4% |
| 5Y | +53.2% | +43.3% | +10.0% | +4.0% |
| 10Y | -17.2% | +287.5% | -304.7% | -70.9% |
| All | +23.4% | +759.2% | -735.7% | -78.2% |
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