-6.4%
HAL vs TFC
+97.5%
-104.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.5% |
| 7D | +6.1% | +2.3% | +3.8% | +5.0% |
| 30D | +2.9% | +10.8% | -7.9% | -2.2% |
| 3M | +3.3% | -3.8% | +7.1% | +5.0% |
| 6M | -16.9% | +9.6% | -26.5% | -21.6% |
| YTD | +21.2% | +5.8% | +15.4% | +15.3% |
| 1Y | +27.5% | +16.2% | +11.4% | +14.7% |
| 3Y | -6.4% | +96.0% | -102.4% | -33.5% |
| All | -6.4% | +97.5% | -104.0% | -33.5% |
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