+17.9%
HD vs TLN
+583.6%
-565.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.8% | +0.7% |
| 7D | -2.1% | +7.1% | -9.1% | -2.4% |
| 30D | -8.4% | -3.9% | -4.5% | -8.3% |
| 3M | +4.3% | -16.2% | +20.5% | +5.0% |
| 6M | -11.1% | -5.8% | -5.3% | -11.3% |
| YTD | -4.7% | -15.4% | +10.8% | -4.5% |
| 1Y | -19.8% | -16.7% | -3.1% | -19.8% |
| 3Y | +4.1% | +473.8% | -469.7% | -12.4% |
| All | +17.9% | +583.6% | -565.6% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling