+256.9%
HL vs TFC
+98.7%
+158.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -2.4% | -1.9% | -3.7% |
| 30D | +9.3% | -3.4% | +12.7% | +10.3% |
| 3M | +32.0% | +0.4% | +31.5% | +31.3% |
| 6M | -6.4% | +12.7% | -19.1% | -10.1% |
| YTD | +3.1% | +5.6% | -2.4% | +1.0% |
| 1Y | +77.6% | +16.0% | +61.5% | +68.6% |
| 3Y | +392.8% | +94.0% | +298.8% | +297.2% |
| 5Y | +234.1% | +16.2% | +218.0% | +202.0% |
| All | +256.9% | +98.7% | +158.2% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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