-13.7%
HAL vs TFC
+82.8%
-96.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.2% |
| 7D | -12.0% | +1.2% | -13.2% | -12.6% |
| 30D | +0.3% | +8.3% | -8.1% | -3.7% |
| 3M | -1.6% | -5.2% | +3.6% | +0.6% |
| 6M | -20.5% | -0.8% | -19.7% | -21.0% |
| YTD | +14.2% | +3.4% | +10.8% | +9.8% |
| 1Y | +18.9% | +17.0% | +1.9% | +6.1% |
| 3Y | -13.7% | +86.2% | -99.9% | -36.7% |
| All | -13.7% | +82.8% | -96.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling