-16.8%
HAL vs TMF
-81.8%
+65.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -0.2% | -3.4% | +3.1% | -0.9% |
| 30D | +1.0% | +11.5% | -10.5% | +3.6% |
| 3M | -2.1% | -4.5% | +2.4% | -2.8% |
| 6M | -17.5% | -15.0% | -2.5% | -19.9% |
| YTD | +18.1% | -19.9% | +38.0% | +13.6% |
| 1Y | +19.7% | -26.6% | +46.3% | +13.0% |
| 3Y | -7.9% | -29.8% | +21.9% | -10.7% |
| 5Y | +53.1% | -88.2% | +141.2% | -7.1% |
| 10Y | -16.8% | -81.4% | +64.6% | -39.8% |
| All | -16.8% | -81.8% | +65.0% | -39.8% |
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