+3.2%
HAL vs TMF
-87.2%
+90.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.5% |
| 7D | +2.9% | -1.4% | +4.4% | +2.6% |
| 30D | +17.0% | -2.8% | +19.9% | +16.5% |
| 3M | -9.7% | -10.9% | +1.3% | -11.6% |
| 6M | +8.6% | -21.3% | +29.9% | +3.8% |
| YTD | +33.0% | -15.9% | +48.9% | +29.1% |
| 1Y | +68.3% | -15.7% | +84.1% | +63.9% |
| 3Y | +0.1% | -43.4% | +43.5% | -8.0% |
| 5Y | +102.6% | -87.8% | +190.4% | +26.3% |
| All | +3.2% | -87.2% | +90.4% | -20.2% |
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