-11.6%
HL vs TMF
-30.5%
+18.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -11.1% | -9.3% | -1.9% | -7.2% |
| 30D | -12.1% | +1.9% | -14.0% | -12.7% |
| 3M | -26.1% | -11.2% | -14.9% | -22.1% |
| 6M | -37.7% | -17.7% | -20.0% | -33.0% |
| YTD | -31.7% | -24.5% | -7.2% | -25.3% |
| 1Y | -11.6% | -29.4% | +17.8% | +0.5% |
| All | -11.6% | -30.5% | +18.8% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling