+172.4%
HL vs TEL
+707.2%
-534.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.6% | -2.3% | -3.3% | -4.3% |
| 30D | +12.7% | -6.1% | +18.8% | +16.6% |
| 3M | +42.5% | +1.7% | +40.8% | +40.5% |
| 6M | -9.0% | +1.6% | -10.6% | -10.8% |
| YTD | +4.4% | -9.1% | +13.5% | +9.0% |
| 1Y | +82.7% | -1.7% | +84.3% | +81.8% |
| 3Y | +406.3% | +67.3% | +339.0% | +255.3% |
| 5Y | +238.2% | +52.1% | +186.1% | +148.4% |
| 10Y | +268.9% | +299.3% | -30.5% | +44.5% |
| All | +172.4% | +707.2% | -534.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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