+144.6%
HL vs TT
+748.9%
-604.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.7% |
| 7D | -5.6% | +3.5% | -9.1% | -7.2% |
| 30D | -16.2% | -11.0% | -5.1% | -11.1% |
| 3M | -20.5% | -12.0% | -8.5% | -15.3% |
| 6M | -31.7% | -10.4% | -21.2% | -27.9% |
| YTD | -26.4% | +9.9% | -36.3% | -29.4% |
| 1Y | -4.3% | +1.5% | -5.8% | -4.6% |
| 3Y | +276.9% | +93.7% | +183.2% | +168.1% |
| 5Y | +124.1% | +139.2% | -15.2% | +39.7% |
| 10Y | +144.6% | +741.5% | -596.8% | -12.8% |
| All | +144.6% | +748.9% | -604.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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