+161.3%
HL vs TLN
+716.6%
-555.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.0% | -2.5% |
| 7D | -5.6% | +15.9% | -21.4% | -9.4% |
| 30D | -16.2% | -0.3% | -15.9% | -16.5% |
| 3M | -20.5% | +5.8% | -26.3% | -22.6% |
| 6M | -31.7% | -1.2% | -30.4% | -32.4% |
| YTD | -26.4% | +1.0% | -27.4% | -28.6% |
| 1Y | -4.3% | +1.1% | -5.4% | -7.4% |
| 3Y | +276.9% | +591.7% | -314.8% | +89.9% |
| All | +161.3% | +716.6% | -555.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling