+142.4%
HL vs TLN
+710.8%
-568.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.1% |
| 7D | -11.1% | +11.0% | -22.2% | -13.7% |
| 30D | -12.1% | +4.9% | -17.0% | -13.8% |
| 3M | -26.1% | +4.9% | -31.0% | -27.9% |
| 6M | -37.7% | +7.1% | -44.9% | -39.6% |
| YTD | -31.7% | +0.3% | -32.0% | -33.7% |
| 1Y | -11.6% | +5.9% | -17.6% | -15.5% |
| 3Y | +249.6% | +578.5% | -328.8% | +77.3% |
| All | +142.4% | +710.8% | -568.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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