+1.2%
HAL vs TT
+899.5%
-898.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.5% | +1.6% | -1.1% | -0.4% |
| 30D | +15.9% | -7.3% | +23.2% | +20.6% |
| 3M | -8.7% | -2.6% | -6.1% | -8.5% |
| 6M | +9.0% | +5.9% | +3.1% | +3.2% |
| YTD | +32.0% | +15.4% | +16.6% | +18.1% |
| 1Y | +72.5% | +8.2% | +64.2% | +59.2% |
| 3Y | -4.5% | +122.7% | -127.2% | -47.4% |
| 5Y | +109.7% | +145.0% | -35.3% | +4.1% |
| 10Y | +1.2% | +893.7% | -892.5% | -79.2% |
| All | +1.2% | +899.5% | -898.3% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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