+116.8%
HLT vs TLN
+589.3%
-472.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | -1.5% | +5.8% | -7.3% | -2.1% |
| 30D | -1.2% | -6.9% | +5.6% | -0.6% |
| 3M | -10.3% | -10.9% | +0.5% | -9.7% |
| 6M | +1.3% | -4.6% | +5.9% | +0.8% |
| YTD | +7.0% | -14.7% | +21.7% | +7.4% |
| 1Y | +11.9% | -17.9% | +29.8% | +12.3% |
| 3Y | +100.7% | +483.9% | -383.2% | +51.7% |
| All | +116.8% | +589.3% | -472.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling