-19.1%
HAL vs TT
+782.6%
-801.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -2.4% |
| 7D | -7.9% | +1.7% | -9.6% | -8.8% |
| 30D | -2.1% | -11.8% | +9.8% | +4.3% |
| 3M | +0.4% | -12.6% | +13.0% | +7.2% |
| 6M | -19.2% | -9.4% | -9.9% | -16.5% |
| YTD | +14.4% | +8.8% | +5.5% | +4.9% |
| 1Y | +18.0% | -2.5% | +20.5% | +15.2% |
| 3Y | -9.7% | +95.7% | -105.3% | -45.9% |
| 5Y | +40.1% | +135.7% | -95.6% | -29.8% |
| 10Y | -19.1% | +750.6% | -769.7% | -81.0% |
| All | -19.1% | +782.6% | -801.7% | -81.0% |
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