+77.6%
HL vs TFC
+16.6%
+61.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -2.4% | -1.9% | -4.1% |
| 30D | +9.3% | -3.4% | +12.7% | +9.4% |
| 3M | +32.0% | +0.4% | +31.5% | +31.0% |
| 6M | -6.4% | +12.7% | -19.1% | -9.9% |
| YTD | +3.1% | +5.6% | -2.4% | +2.8% |
| 1Y | +77.6% | +16.0% | +61.5% | +82.9% |
| All | +77.6% | +16.6% | +61.0% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling