+398.8%
HL vs TE
-27.3%
+426.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -3.4% |
| 7D | -5.6% | +0.9% | -6.5% | -5.8% |
| 30D | +12.7% | -16.3% | +29.0% | +14.3% |
| 3M | +42.5% | -40.8% | +83.3% | +47.8% |
| 6M | -9.0% | -42.6% | +33.6% | -6.3% |
| YTD | +4.4% | -31.4% | +35.8% | +5.3% |
| 1Y | +82.7% | +144.9% | -62.3% | +64.6% |
| All | +398.8% | -27.3% | +426.1% | +429.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling