+129.2%
HAL vs TMF
-69.2%
+198.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -12.0% | +1.2% | -13.2% | -11.7% |
| 30D | +0.3% | +19.7% | -19.5% | +4.9% |
| 3M | -1.6% | -2.1% | +0.5% | -1.8% |
| 6M | -20.5% | -13.4% | -7.0% | -22.7% |
| YTD | +14.2% | -16.7% | +31.0% | +10.3% |
| 1Y | +18.9% | -23.3% | +42.2% | +12.7% |
| 3Y | -13.7% | -24.8% | +11.1% | -15.4% |
| 5Y | +42.2% | -88.0% | +130.2% | -10.1% |
| 10Y | -16.7% | -84.7% | +68.0% | -34.5% |
| All | +129.2% | -69.2% | +198.3% | +181.7% |
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