-19.8%
TLT vs HAL
+3.0%
-22.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.5% |
| 7D | -0.3% | -1.3% | +1.1% | -0.4% |
| 30D | 0.0% | +10.9% | -10.9% | +0.7% |
| 3M | -2.9% | -5.8% | +3.0% | -3.1% |
| 6M | -6.3% | +8.1% | -14.4% | -5.6% |
| YTD | -3.3% | +33.2% | -36.5% | -1.2% |
| 1Y | -4.2% | +74.2% | -78.4% | -0.1% |
| 3Y | -1.7% | -3.7% | +2.0% | -1.0% |
| 5Y | -34.9% | +111.9% | -146.8% | -29.1% |
| 10Y | -19.8% | +7.4% | -27.2% | -14.6% |
| All | -19.8% | +3.0% | -22.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HAL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling