+15.2%
HD vs TLN
+602.5%
-587.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.4% |
| 7D | -1.2% | +10.9% | -12.1% | -1.7% |
| 30D | -11.1% | -6.3% | -4.8% | -10.9% |
| 3M | +2.0% | -10.7% | +12.7% | +2.3% |
| 6M | -10.5% | +1.6% | -12.1% | -11.0% |
| YTD | -6.9% | -13.1% | +6.2% | -6.8% |
| 1Y | -23.2% | -15.1% | -8.1% | -23.3% |
| 3Y | +3.1% | +495.0% | -491.9% | -13.4% |
| All | +15.2% | +602.5% | -587.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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