+249.3%
HL vs TFC
+14.8%
+234.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | +18.8% | -2.3% | +21.2% | +19.5% |
| 3M | +43.7% | +2.5% | +41.3% | +42.0% |
| 6M | -1.0% | +9.5% | -10.5% | -4.5% |
| YTD | +8.7% | +5.1% | +3.7% | +6.3% |
| 1Y | +105.0% | +15.5% | +89.5% | +94.0% |
| 3Y | +427.3% | +95.2% | +332.1% | +311.8% |
| 5Y | +249.3% | +14.5% | +234.8% | +192.4% |
| All | +249.3% | +14.8% | +234.5% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling