+131.2%
TLT vs HAL
+693.7%
-562.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -0.4% | +2.9% | -3.4% | -0.2% |
| 30D | -0.6% | +17.0% | -17.6% | +0.9% |
| 3M | -2.7% | -9.7% | +6.9% | -3.4% |
| 6M | -5.6% | +8.6% | -14.3% | -4.7% |
| YTD | -2.8% | +33.0% | -35.8% | 0.0% |
| 1Y | -1.4% | +68.3% | -69.8% | +3.7% |
| 3Y | -1.6% | +0.1% | -1.7% | -0.2% |
| 5Y | -33.8% | +102.6% | -136.4% | -26.8% |
| 10Y | -21.1% | +3.8% | -25.0% | -13.4% |
| All | +131.2% | +693.7% | -562.4% | +231.1% |
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 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