-20.8%
TLT vs HL
+278.2%
-299.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.5% |
| 30D | -1.3% | +12.7% | -14.1% | -1.6% |
| 3M | -3.7% | +42.5% | -46.2% | -4.4% |
| 6M | -6.4% | -9.0% | +2.6% | -6.4% |
| YTD | -4.5% | +4.4% | -8.9% | -4.9% |
| 1Y | -5.9% | +82.7% | -88.5% | -7.3% |
| 3Y | -2.8% | +406.3% | -409.1% | -6.7% |
| 5Y | -35.1% | +238.2% | -273.2% | -37.6% |
| All | -20.8% | +278.2% | -299.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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