-20.8%
HAL vs TMF
-82.2%
+61.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.9% |
| 7D | -6.5% | -1.1% | -5.4% | -6.7% |
| 30D | -2.1% | +11.8% | -13.9% | +0.4% |
| 3M | -4.9% | -4.0% | -0.8% | -5.4% |
| 6M | -19.3% | -16.5% | -2.8% | -21.9% |
| YTD | +14.3% | -19.9% | +34.2% | +9.9% |
| 1Y | +17.3% | -25.6% | +42.9% | +11.1% |
| 3Y | -10.9% | -29.9% | +19.0% | -13.6% |
| 5Y | +47.4% | -88.2% | +135.6% | -10.6% |
| 10Y | -20.8% | -81.7% | +60.9% | -43.3% |
| All | -20.8% | -82.2% | +61.4% | -43.3% |
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