-5.6%
TLT vs HLT
+46.7%
-52.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +1.0% | +7.7% | -6.7% | +0.1% |
| 30D | +6.0% | +19.1% | -13.1% | +4.0% |
| 3M | -0.9% | +20.7% | -21.6% | -2.9% |
| 6M | -2.3% | +21.0% | -23.3% | -4.4% |
| YTD | -3.3% | +31.3% | -34.6% | -6.1% |
| 1Y | -5.6% | +45.9% | -51.5% | -8.6% |
| All | -5.6% | +46.7% | -52.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling