+129.8%
HAL vs TMF
-69.1%
+198.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.1% |
| 7D | -11.1% | +2.7% | -13.8% | -10.5% |
| 30D | -2.4% | +19.3% | -21.8% | +1.9% |
| 3M | +0.8% | -3.7% | +4.4% | +0.2% |
| 6M | -22.8% | -11.3% | -11.5% | -24.5% |
| YTD | +14.5% | -16.6% | +31.1% | +10.7% |
| 1Y | +20.2% | -21.1% | +41.3% | +14.7% |
| 3Y | -15.2% | -26.8% | +11.7% | -17.4% |
| 5Y | +42.5% | -88.0% | +130.6% | -9.9% |
| 10Y | -16.5% | -84.7% | +68.2% | -34.3% |
| All | +129.8% | -69.1% | +198.9% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling