+283.3%
HL vs TEM
+47.5%
+235.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -8.7% | +4.3% | -3.2% |
| 30D | +9.3% | +8.1% | +1.2% | +7.9% |
| 3M | +32.0% | +19.0% | +13.0% | +28.7% |
| 6M | -6.4% | +12.0% | -18.5% | -8.5% |
| YTD | +3.1% | -0.1% | +3.2% | +1.9% |
| 1Y | +77.6% | -33.5% | +111.1% | +80.0% |
| All | +283.3% | +47.5% | +235.8% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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