+82.7%
HL vs TLN
-23.2%
+105.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -2.9% |
| 7D | -5.6% | +2.0% | -7.6% | -6.5% |
| 30D | +12.7% | -12.9% | +25.7% | +19.1% |
| 3M | +42.5% | -7.4% | +50.0% | +46.3% |
| 6M | -9.0% | -6.0% | -3.0% | -7.2% |
| YTD | +4.4% | -16.9% | +21.3% | +7.9% |
| 1Y | +82.7% | -22.6% | +105.3% | +98.1% |
| All | +82.7% | -23.2% | +105.8% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling