+636.8%
HLT vs TFC
+134.2%
+502.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -1.5% | -1.3% | -0.2% | -0.9% |
| 30D | -1.2% | -2.3% | +1.1% | -0.2% |
| 3M | -10.3% | +2.5% | -12.8% | -11.7% |
| 6M | +1.3% | +9.5% | -8.2% | -3.3% |
| YTD | +7.0% | +5.1% | +2.0% | +3.9% |
| 1Y | +11.9% | +15.5% | -3.6% | +3.8% |
| 3Y | +100.7% | +95.2% | +5.5% | +43.2% |
| 5Y | +147.5% | +14.5% | +133.1% | +120.0% |
| 10Y | +586.5% | +97.2% | +489.3% | +329.4% |
| All | +636.8% | +134.2% | +502.7% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling