+45.9%
HLT vs TFC
+20.8%
+25.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.2% |
| 7D | +7.7% | +5.1% | +2.6% | +5.4% |
| 30D | +19.1% | +9.8% | +9.3% | +14.4% |
| 3M | +20.7% | -2.4% | +23.2% | +21.7% |
| 6M | +21.0% | +4.9% | +16.1% | +17.1% |
| YTD | +31.3% | +6.6% | +24.7% | +22.5% |
| 1Y | +45.9% | +21.3% | +24.6% | +17.7% |
| All | +45.9% | +20.8% | +25.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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