+130.0%
HL vs TMF
-82.1%
+212.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -11.1% | -9.3% | -1.9% | -10.1% |
| 30D | -12.1% | +1.9% | -14.0% | -12.3% |
| 3M | -26.1% | -11.2% | -14.9% | -25.1% |
| 6M | -37.7% | -17.7% | -20.0% | -36.3% |
| YTD | -31.7% | -24.5% | -7.2% | -29.6% |
| 1Y | -11.6% | -29.4% | +17.8% | -8.4% |
| 3Y | +249.6% | -33.4% | +283.1% | +259.5% |
| 5Y | +108.5% | -88.7% | +197.2% | +132.6% |
| All | +130.0% | -82.1% | +212.1% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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