+398.8%
HL vs TLN
+469.0%
-70.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -3.3% |
| 7D | -5.6% | +2.0% | -7.6% | -6.2% |
| 30D | +12.7% | -12.9% | +25.7% | +17.2% |
| 3M | +42.5% | -7.4% | +50.0% | +45.4% |
| 6M | -9.0% | -6.0% | -3.0% | -7.6% |
| YTD | +4.4% | -16.9% | +21.3% | +8.0% |
| 1Y | +82.7% | -22.6% | +105.3% | +91.9% |
| All | +398.8% | +469.0% | -70.2% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling