+274.6%
HBM vs TMF
-82.1%
+356.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.3% |
| 7D | +2.2% | -9.3% | +11.5% | +1.0% |
| 30D | -11.8% | +1.9% | -13.7% | -11.5% |
| 3M | -19.2% | -11.2% | -8.0% | -20.3% |
| 6M | -22.9% | -17.7% | -5.2% | -24.7% |
| YTD | +7.8% | -24.5% | +32.3% | +4.1% |
| 1Y | +34.9% | -29.4% | +64.3% | +29.0% |
| 3Y | +422.2% | -33.4% | +455.6% | +406.4% |
| 5Y | +192.8% | -88.7% | +281.5% | +81.2% |
| All | +274.6% | -82.1% | +356.7% | +211.4% |
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