-34.9%
TLT vs HL
+246.5%
-281.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | 0.0% | +18.8% | -18.8% | -0.6% |
| 3M | -2.9% | +43.7% | -46.6% | -4.1% |
| 6M | -6.3% | -1.0% | -5.2% | -6.6% |
| YTD | -3.3% | +8.7% | -12.1% | -4.3% |
| 1Y | -4.2% | +105.0% | -109.2% | -7.6% |
| 3Y | -1.7% | +427.3% | -428.9% | -10.5% |
| 5Y | -34.9% | +249.3% | -284.2% | -40.7% |
| All | -34.9% | +246.5% | -281.3% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling