-6.4%
HAL vs TLN
+580.6%
-587.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.3% |
| 7D | +6.1% | +11.0% | -4.9% | +5.2% |
| 30D | +2.9% | +4.9% | -2.0% | +2.4% |
| 3M | +3.3% | +4.9% | -1.6% | +2.6% |
| 6M | -16.9% | +7.1% | -24.0% | -18.0% |
| YTD | +21.2% | +0.3% | +20.9% | +19.4% |
| 1Y | +27.5% | +5.9% | +21.6% | +24.6% |
| 3Y | -6.4% | +578.5% | -584.9% | -32.6% |
| All | -6.4% | +580.6% | -587.0% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling