-19.3%
TLT vs HAL
+2.1%
-21.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.3% | +15.9% | -16.2% | +0.7% |
| 3M | -1.7% | -8.7% | +7.0% | -2.2% |
| 6M | -4.9% | +9.0% | -13.9% | -4.1% |
| YTD | -2.8% | +32.0% | -34.8% | -0.7% |
| 1Y | -4.2% | +72.5% | -76.7% | -0.2% |
| 3Y | -1.1% | -4.5% | +3.4% | -0.5% |
| 5Y | -33.7% | +109.7% | -143.4% | -27.9% |
| All | -19.3% | +2.1% | -21.5% | -14.1% |
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