+59.1%
HL vs TFC
+2,596.5%
-2,537.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +25.1% | -1.3% | +26.4% | +25.3% |
| 3M | +22.9% | +6.1% | +16.8% | +20.9% |
| 6M | -4.9% | +7.3% | -12.2% | -6.8% |
| YTD | +7.8% | +8.2% | -0.4% | +5.5% |
| 1Y | +133.9% | +14.4% | +119.5% | +125.0% |
| 3Y | +380.9% | +93.7% | +287.2% | +305.2% |
| 5Y | +230.2% | +16.4% | +213.8% | +206.4% |
| 10Y | +265.6% | +101.6% | +164.0% | +186.1% |
| All | +59.1% | +2,596.5% | -2,537.3% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling