+562.1%
HL vs TE
-52.9%
+615.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +9.3% | -5.9% | +15.2% | +9.9% |
| 3M | +32.0% | -45.6% | +77.6% | +39.9% |
| 6M | -6.4% | -43.4% | +36.9% | -3.2% |
| YTD | +3.1% | -31.0% | +34.1% | +3.1% |
| 1Y | +77.6% | +145.2% | -67.7% | +47.9% |
| 3Y | +392.8% | -24.1% | +416.9% | +343.8% |
| 5Y | +234.1% | -48.1% | +282.3% | +203.4% |
| All | +562.1% | -52.9% | +615.0% | +565.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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