-19.1%
HAL vs TFC
+90.1%
-109.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.2% |
| 7D | -7.9% | +0.3% | -8.2% | -8.2% |
| 30D | -2.1% | +9.2% | -11.2% | -8.2% |
| 3M | +0.4% | -2.9% | +3.3% | +1.9% |
| 6M | -19.2% | +3.5% | -22.7% | -22.6% |
| YTD | +14.4% | +5.4% | +8.9% | +7.0% |
| 1Y | +18.0% | +17.3% | +0.7% | +2.1% |
| 3Y | -9.7% | +96.7% | -106.4% | -48.2% |
| 5Y | +40.1% | -1.1% | +41.2% | +27.7% |
| 10Y | -19.1% | +84.7% | -103.8% | -55.6% |
| All | -19.1% | +90.1% | -109.2% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling