+7.4%
HAL vs TFC
+97.4%
-90.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.4% |
| 7D | -1.3% | -1.3% | 0.0% | -0.5% |
| 30D | +10.9% | -2.3% | +13.2% | +12.5% |
| 3M | -5.8% | +2.5% | -8.3% | -8.4% |
| 6M | +8.1% | +9.5% | -1.4% | -0.6% |
| YTD | +33.2% | +5.1% | +28.1% | +25.3% |
| 1Y | +74.2% | +15.5% | +58.7% | +52.7% |
| 3Y | -3.7% | +95.2% | -98.9% | -44.9% |
| 5Y | +111.9% | +14.5% | +97.4% | +70.4% |
| 10Y | +7.4% | +97.2% | -89.8% | -42.3% |
| All | +7.4% | +97.4% | -90.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling