+575.2%
HLT vs TDY
+479.2%
+96.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -5.0% | -12.0% | +7.0% | +1.2% |
| 3M | -10.4% | -3.2% | -7.2% | -9.4% |
| 6M | +3.2% | -7.9% | +11.1% | +6.7% |
| YTD | +6.7% | +18.2% | -11.5% | -3.7% |
| 1Y | +10.3% | +6.7% | +3.6% | +4.5% |
| 3Y | +99.3% | +47.5% | +51.8% | +56.7% |
| 5Y | +143.7% | +39.5% | +104.2% | +95.0% |
| All | +575.2% | +479.2% | +96.0% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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