+584.9%
HL vs TE
-48.3%
+633.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.1% | -2.3% |
| 7D | +7.1% | +18.2% | -11.2% | +4.8% |
| 30D | +21.4% | -13.5% | +35.0% | +23.1% |
| 3M | +37.4% | -44.6% | +82.0% | +45.2% |
| 6M | +0.4% | -24.7% | +25.1% | +0.4% |
| YTD | +6.7% | -24.3% | +30.9% | +5.5% |
| 1Y | +102.4% | +155.6% | -53.2% | +67.7% |
| 3Y | +417.4% | -18.3% | +435.7% | +362.7% |
| 5Y | +243.3% | -41.3% | +284.6% | +206.6% |
| All | +584.9% | -48.3% | +633.1% | +581.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling