-19.1%
HAL vs TMF
-83.0%
+63.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -7.9% | +0.6% | -8.5% | -7.7% |
| 30D | -2.1% | +16.3% | -18.4% | +1.4% |
| 3M | +0.4% | -2.7% | +3.1% | +0.1% |
| 6M | -19.2% | -13.2% | -6.1% | -21.2% |
| YTD | +14.4% | -16.7% | +31.0% | +10.9% |
| 1Y | +18.0% | -22.7% | +40.7% | +12.6% |
| 3Y | -9.7% | -26.1% | +16.4% | -11.4% |
| 5Y | +40.1% | -88.4% | +128.6% | -16.0% |
| 10Y | -19.1% | -81.8% | +62.7% | -43.1% |
| All | -19.1% | -83.0% | +63.9% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling