+29.0%
HD vs TLN
+716.6%
-687.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.1% |
| 7D | -1.2% | +15.9% | -17.1% | -1.6% |
| 30D | +20.9% | -0.3% | +21.2% | +20.9% |
| 3M | -0.2% | +5.8% | -6.0% | -0.6% |
| 6M | +14.5% | -1.2% | +15.7% | +14.1% |
| YTD | +4.3% | +1.0% | +3.3% | +3.5% |
| 1Y | -3.5% | +1.1% | -4.6% | -4.4% |
| 3Y | +30.1% | +591.7% | -561.6% | +8.1% |
| All | +29.0% | +716.6% | -687.6% | +9.8% |
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