+14.5%
TLT vs HLT
+637.7%
-623.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.3% |
| 30D | -0.3% | -4.1% | +3.8% | -0.5% |
| 3M | -1.7% | -10.6% | +8.8% | -2.4% |
| 6M | -4.9% | +2.0% | -6.9% | -4.7% |
| YTD | -2.8% | +6.1% | -8.9% | -2.3% |
| 1Y | -4.2% | +9.8% | -14.0% | -3.4% |
| 3Y | -1.1% | +99.0% | -100.1% | +4.6% |
| 5Y | -33.7% | +151.5% | -185.2% | -27.7% |
| 10Y | -20.7% | +561.1% | -581.8% | -2.3% |
| All | +14.5% | +637.7% | -623.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling