+634.9%
HLT vs TEL
+403.9%
+231.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -2.1% |
| 7D | -1.6% | +1.6% | -3.2% | -2.5% |
| 30D | -5.0% | -0.7% | -4.4% | -5.0% |
| 3M | -10.4% | +2.4% | -12.8% | -12.6% |
| 6M | +3.2% | +4.1% | -0.9% | -1.3% |
| YTD | +6.7% | -5.8% | +12.6% | +7.0% |
| 1Y | +10.3% | +0.9% | +9.4% | +4.8% |
| 3Y | +99.3% | +72.6% | +26.7% | +30.2% |
| 5Y | +143.7% | +57.5% | +86.1% | +66.4% |
| 10Y | +584.7% | +313.6% | +271.1% | +141.7% |
| All | +634.9% | +403.9% | +231.0% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling