+261.2%
HL vs TMF
-86.4%
+347.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.6% |
| 7D | -5.6% | -4.8% | -0.8% | -5.1% |
| 30D | +12.7% | -4.9% | +17.6% | +13.4% |
| 3M | +42.5% | -13.4% | +55.9% | +44.9% |
| 6M | -9.0% | -23.0% | +14.0% | -6.3% |
| YTD | +4.4% | -20.2% | +24.6% | +7.0% |
| 1Y | +82.7% | -26.5% | +109.1% | +88.7% |
| 3Y | +406.3% | -45.2% | +451.5% | +428.9% |
| 5Y | +238.2% | -88.4% | +326.6% | +281.4% |
| All | +261.2% | -86.4% | +347.7% | +240.9% |
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