+256.3%
HL vs TFC
+95.2%
+161.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -17.5% | +8.6% | -26.1% | -19.8% |
| 3M | -26.2% | -4.3% | -21.9% | -25.2% |
| 6M | -35.1% | +5.4% | -40.5% | -36.7% |
| YTD | -30.4% | +4.5% | -34.9% | -32.1% |
| 1Y | -14.0% | +14.0% | -28.0% | -18.4% |
| All | +256.3% | +95.2% | +161.2% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling