+129.5%
TLT vs HL
+421.8%
-292.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.0% | -5.6% | +4.5% | -1.0% |
| 30D | +4.1% | -16.2% | +20.3% | +4.1% |
| 3M | -0.4% | -20.5% | +20.1% | -0.4% |
| 6M | -3.2% | -31.7% | +28.5% | -3.2% |
| YTD | -3.5% | -26.4% | +22.9% | -3.5% |
| 1Y | -5.8% | -4.3% | -1.5% | -5.7% |
| 3Y | +4.6% | +276.9% | -272.3% | +5.4% |
| 5Y | -34.4% | +124.1% | -158.5% | -34.0% |
| 10Y | -11.4% | +144.6% | -156.1% | -10.1% |
| All | +129.5% | +421.8% | -292.4% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling