-35.1%
TLT vs HLT
+145.1%
-180.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -1.6% | -2.6% | +1.0% | -1.5% |
| 30D | -1.3% | -2.6% | +1.3% | -1.3% |
| 3M | -3.7% | -9.4% | +5.7% | -3.7% |
| 6M | -6.4% | +2.7% | -9.1% | -6.3% |
| YTD | -4.5% | +6.8% | -11.2% | -4.4% |
| 1Y | -5.9% | +12.4% | -18.2% | -5.7% |
| 3Y | -2.8% | +100.2% | -103.0% | -1.9% |
| 5Y | -35.1% | +143.7% | -178.8% | -33.8% |
| All | -35.1% | +145.1% | -180.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling