+575.2%
HLT vs TMF
-86.4%
+661.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.6% | -5.1% | +3.5% | -1.9% |
| 30D | -5.0% | -4.6% | -0.4% | -5.3% |
| 3M | -10.4% | -16.6% | +6.2% | -11.3% |
| 6M | +3.2% | -19.9% | +23.1% | +1.9% |
| YTD | +6.7% | -20.2% | +26.9% | +5.4% |
| 1Y | +10.3% | -27.7% | +38.0% | +8.2% |
| 3Y | +99.3% | -43.9% | +143.3% | +93.9% |
| 5Y | +143.7% | -88.4% | +232.1% | +100.2% |
| All | +575.2% | -86.4% | +661.7% | +519.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling