+416.5%
HL vs TMF
-41.6%
+458.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +25.1% | -2.8% | +27.9% | +25.7% |
| 3M | +22.9% | -10.9% | +33.8% | +25.2% |
| 6M | -4.9% | -21.3% | +16.4% | -1.4% |
| YTD | +7.8% | -15.9% | +23.7% | +10.6% |
| 1Y | +133.9% | -15.7% | +149.6% | +139.9% |
| All | +416.5% | -41.6% | +458.1% | +424.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling