+875.8%
HL vs TDY
+7,056.0%
-6,180.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -4.4% | -1.1% | -3.2% | -4.1% |
| 30D | +9.3% | -12.0% | +21.3% | +12.7% |
| 3M | +32.0% | -3.2% | +35.2% | +33.0% |
| 6M | -6.4% | -7.9% | +1.4% | -4.3% |
| YTD | +3.1% | +18.2% | -15.1% | -0.3% |
| 1Y | +77.6% | +6.7% | +70.9% | +75.8% |
| 3Y | +392.8% | +47.5% | +345.3% | +351.8% |
| 5Y | +234.1% | +39.5% | +194.6% | +210.1% |
| 10Y | +264.5% | +477.2% | -212.7% | +159.2% |
| All | +875.8% | +7,056.0% | -6,180.2% | +553.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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