-16.8%
HAL vs TT
+748.9%
-765.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.8% |
| 7D | -0.2% | +3.5% | -3.7% | -2.1% |
| 30D | +1.0% | -11.0% | +12.0% | +7.1% |
| 3M | -2.1% | -12.0% | +9.9% | +4.1% |
| 6M | -17.5% | -10.4% | -7.0% | -14.1% |
| YTD | +18.1% | +9.9% | +8.2% | +7.8% |
| 1Y | +19.7% | +1.5% | +18.3% | +14.3% |
| 3Y | -7.9% | +93.7% | -101.6% | -44.4% |
| 5Y | +53.1% | +139.2% | -86.2% | -24.0% |
| 10Y | -16.8% | +741.5% | -758.3% | -80.5% |
| All | -16.8% | +748.9% | -765.6% | -80.5% |
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