-18.6%
HAL vs TT
+764.8%
-783.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.5% |
| 7D | -12.0% | -2.0% | -10.0% | -11.0% |
| 30D | +0.3% | -14.0% | +14.3% | +8.4% |
| 3M | -1.6% | -15.9% | +14.3% | +7.3% |
| 6M | -20.5% | -17.3% | -3.2% | -13.4% |
| YTD | +14.2% | +4.0% | +10.3% | +7.5% |
| 1Y | +18.9% | -7.1% | +26.0% | +19.3% |
| 3Y | -13.7% | +90.2% | -104.0% | -47.6% |
| 5Y | +42.2% | +131.1% | -88.9% | -28.4% |
| All | -18.6% | +764.8% | -783.3% | -80.6% |
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