+25.7%
HAL vs TLN
+602.5%
-576.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | +0.5% | +10.9% | -10.4% | -0.4% |
| 30D | +15.9% | -6.3% | +22.2% | +16.4% |
| 3M | -8.7% | -10.7% | +2.0% | -8.2% |
| 6M | +9.0% | +1.6% | +7.4% | +7.8% |
| YTD | +32.0% | -13.1% | +45.1% | +32.0% |
| 1Y | +72.5% | -15.1% | +87.5% | +72.1% |
| 3Y | -4.5% | +495.0% | -499.6% | -25.2% |
| All | +25.7% | +602.5% | -576.8% | -5.8% |
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