+99.3%
HLT vs TEL
+71.6%
+27.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -1.2% |
| 7D | -1.6% | +1.6% | -3.2% | -2.1% |
| 30D | -5.0% | -0.7% | -4.4% | -5.0% |
| 3M | -10.4% | +2.4% | -12.8% | -11.6% |
| 6M | +3.2% | +4.1% | -0.9% | +0.8% |
| YTD | +6.7% | -5.8% | +12.6% | +7.3% |
| 1Y | +10.3% | +0.9% | +9.4% | +6.8% |
| 3Y | +99.3% | +72.6% | +26.7% | +50.4% |
| All | +99.3% | +71.6% | +27.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling