+392.8%
HL vs TGT
+39.9%
+353.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -5.2% | +0.9% | -3.5% |
| 30D | +9.3% | +1.2% | +8.1% | +9.0% |
| 3M | +32.0% | +18.4% | +13.6% | +28.0% |
| 6M | -6.4% | +33.4% | -39.9% | -11.8% |
| YTD | +3.1% | +63.8% | -60.7% | -7.2% |
| 1Y | +77.6% | +77.2% | +0.4% | +56.5% |
| 3Y | +392.8% | +41.8% | +351.0% | +374.5% |
| All | +392.8% | +39.9% | +353.0% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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