+25.6%
HAL vs TMF
-23.9%
+49.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -2.6% |
| 7D | -7.7% | +4.0% | -11.7% | -7.0% |
| 30D | +0.7% | +19.5% | -18.8% | +4.4% |
| 3M | +2.5% | -3.5% | +6.0% | +1.3% |
| 6M | -20.7% | -10.6% | -10.1% | -22.4% |
| YTD | +18.4% | -17.1% | +35.5% | +15.2% |
| 1Y | +25.6% | -24.3% | +49.8% | +19.5% |
| All | +25.6% | -23.9% | +49.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling