+2.2%
HAL vs TEM
+101.4%
-99.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.2% |
| 7D | -6.5% | +3.5% | -10.0% | -6.8% |
| 30D | -2.1% | +13.5% | -15.7% | -3.1% |
| 3M | -4.9% | +46.3% | -51.1% | -7.9% |
| 6M | -19.3% | +61.5% | -80.8% | -22.9% |
| YTD | +14.3% | +36.4% | -22.1% | +10.1% |
| 1Y | +17.3% | +12.2% | +5.1% | +14.6% |
| All | +2.2% | +101.4% | -99.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling