+498.0%
HAL vs TT
+15,156.8%
-14,658.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -6.5% | +0.8% | -7.3% | -6.9% |
| 30D | -2.1% | -11.8% | +9.7% | +3.2% |
| 3M | -4.9% | -11.6% | +6.7% | 0.0% |
| 6M | -19.3% | -9.3% | -10.0% | -16.9% |
| YTD | +14.3% | +8.9% | +5.4% | +7.2% |
| 1Y | +17.3% | -2.2% | +19.5% | +15.4% |
| 3Y | -10.9% | +91.9% | -102.8% | -37.5% |
| 5Y | +47.4% | +136.0% | -88.6% | -9.4% |
| 10Y | -20.8% | +734.7% | -755.5% | -71.8% |
| All | +498.0% | +15,156.8% | -14,658.9% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling