+131.2%
TLT vs HL
+664.3%
-533.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.4% |
| 30D | -0.6% | +25.1% | -25.6% | -0.5% |
| 3M | -2.7% | +22.9% | -25.6% | -2.7% |
| 6M | -5.6% | -4.9% | -0.7% | -5.6% |
| YTD | -2.8% | +7.8% | -10.6% | -2.7% |
| 1Y | -1.4% | +133.9% | -135.3% | -1.1% |
| 3Y | -1.6% | +380.9% | -382.5% | -0.8% |
| 5Y | -33.8% | +230.2% | -264.0% | -33.4% |
| 10Y | -21.1% | +265.6% | -286.7% | -19.8% |
| All | +131.2% | +664.3% | -533.1% | +138.0% |
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