+59.1%
HL vs TT
+16,138.6%
-16,079.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +25.1% | -7.2% | +32.2% | +27.9% |
| 3M | +22.9% | -3.0% | +25.9% | +24.0% |
| 6M | -4.9% | +1.4% | -6.3% | -5.1% |
| YTD | +7.8% | +15.9% | -8.1% | +3.3% |
| 1Y | +133.9% | +9.4% | +124.5% | +128.0% |
| 3Y | +380.9% | +124.4% | +256.5% | +272.8% |
| 5Y | +230.2% | +138.0% | +92.2% | +149.2% |
| 10Y | +265.6% | +886.4% | -620.8% | +83.4% |
| All | +59.1% | +16,138.6% | -16,079.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling