-12.3%
TLT vs HAL
-18.9%
+6.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.3% | -6.5% | +6.2% | -0.7% |
| 30D | +3.7% | -2.1% | +5.8% | +3.6% |
| 3M | -0.7% | -4.9% | +4.2% | -0.9% |
| 6M | -4.2% | -19.3% | +15.1% | -5.4% |
| YTD | -4.0% | +14.3% | -18.3% | -2.8% |
| 1Y | -5.8% | +17.3% | -23.1% | -4.5% |
| 3Y | +4.1% | -10.9% | +15.0% | +4.3% |
| 5Y | -34.8% | +47.4% | -82.2% | -30.9% |
| 10Y | -12.3% | -20.8% | +8.5% | -7.3% |
| All | -12.3% | -18.9% | +6.6% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling