+8.9%
HAL vs TLN
+683.0%
-674.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -0.5% |
| 7D | -7.9% | +9.1% | -16.9% | -8.6% |
| 30D | -2.1% | -4.1% | +2.0% | -1.9% |
| 3M | +0.4% | +4.4% | -4.0% | -0.3% |
| 6M | -19.2% | -6.0% | -13.2% | -19.4% |
| YTD | +14.4% | -3.1% | +17.5% | +13.1% |
| 1Y | +18.0% | -6.1% | +24.0% | +16.8% |
| 3Y | -9.7% | +575.3% | -585.0% | -30.5% |
| All | +8.9% | +683.0% | -674.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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