+607.0%
HL vs TMF
-69.2%
+676.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +8.9% | +1.2% | +7.7% | +8.9% |
| 30D | -10.1% | +19.7% | -29.8% | -10.3% |
| 3M | -7.0% | -2.1% | -4.9% | -7.0% |
| 6M | -18.8% | -13.4% | -5.3% | -18.6% |
| YTD | -23.1% | -16.7% | -6.4% | -23.0% |
| 1Y | +8.9% | -23.3% | +32.2% | +9.1% |
| 3Y | +255.0% | -24.8% | +279.8% | +256.2% |
| 5Y | +151.5% | -88.0% | +239.5% | +137.7% |
| 10Y | +138.4% | -84.7% | +223.1% | +127.7% |
| All | +607.0% | -69.2% | +676.1% | +971.1% |
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