+116.2%
HLT vs TLN
+574.4%
-458.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -5.0% | -14.3% | +9.3% | -3.6% |
| 3M | -10.4% | -9.3% | -1.1% | -9.9% |
| 6M | +3.2% | -1.1% | +4.3% | +2.3% |
| YTD | +6.7% | -16.6% | +23.3% | +7.4% |
| 1Y | +10.3% | -22.0% | +32.3% | +11.4% |
| 3Y | +99.3% | +470.2% | -370.8% | +51.2% |
| All | +116.2% | +574.4% | -458.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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