+256.9%
HL vs TMO
+338.2%
-81.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -4.4% | -0.6% | -3.7% | -4.1% |
| 30D | +9.3% | +1.1% | +8.2% | +9.0% |
| 3M | +32.0% | +28.3% | +3.6% | +18.7% |
| 6M | -6.4% | +23.3% | -29.7% | -14.9% |
| YTD | +3.1% | +5.5% | -2.3% | +0.6% |
| 1Y | +77.6% | +24.5% | +53.0% | +60.9% |
| 3Y | +392.8% | +19.6% | +373.3% | +349.0% |
| 5Y | +234.1% | +8.1% | +226.0% | +213.2% |
| All | +256.9% | +338.2% | -81.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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