+26.6%
HAL vs TLN
+583.6%
-557.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -0.9% |
| 7D | +2.9% | +7.1% | -4.1% | +2.4% |
| 30D | +17.0% | -3.9% | +20.9% | +17.3% |
| 3M | -9.7% | -16.2% | +6.5% | -8.7% |
| 6M | +8.6% | -5.8% | +14.4% | +8.2% |
| YTD | +33.0% | -15.4% | +48.4% | +33.3% |
| 1Y | +68.3% | -16.7% | +85.0% | +68.1% |
| 3Y | +0.1% | +473.8% | -473.6% | -21.2% |
| All | +26.6% | +583.6% | -557.0% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling