+128.5%
TLT vs HAL
+605.0%
-476.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | +0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +3.7% | +1.0% | +2.7% | +3.8% |
| 3M | -0.8% | -2.1% | +1.4% | -0.9% |
| 6M | -3.6% | -17.5% | +13.9% | -4.9% |
| YTD | -3.9% | +18.1% | -22.1% | -2.1% |
| 1Y | -6.2% | +19.7% | -25.9% | -4.3% |
| 3Y | +4.2% | -7.9% | +12.1% | +4.9% |
| 5Y | -34.7% | +53.1% | -87.7% | -29.6% |
| 10Y | -11.8% | -16.8% | +5.0% | -5.2% |
| All | +128.5% | +605.0% | -476.5% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling