+228.7%
HL vs TMO
+7.9%
+220.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 6M | -6.4% | +23.3% | -29.7% | -15.9% |
| YTD | +3.1% | +5.5% | -2.3% | +0.5% |
| 1Y | +77.6% | +24.5% | +53.0% | +59.1% |
| 3Y | +392.8% | +19.6% | +373.3% | +345.3% |
| All | +228.7% | +7.9% | +220.8% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling