+891.9%
HL vs TMF
-68.9%
+960.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +25.1% | -2.8% | +27.9% | +25.1% |
| 3M | +22.9% | -10.9% | +33.8% | +23.1% |
| 6M | -4.9% | -21.3% | +16.4% | -4.7% |
| YTD | +7.8% | -15.9% | +23.7% | +8.0% |
| 1Y | +133.9% | -15.7% | +149.6% | +134.3% |
| 3Y | +380.9% | -43.4% | +424.3% | +381.0% |
| 5Y | +230.2% | -87.8% | +318.0% | +212.8% |
| 10Y | +265.6% | -86.7% | +352.3% | +243.2% |
| All | +891.9% | -68.9% | +960.7% | +1,402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling