+591.6%
HBM vs TMF
-86.4%
+678.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.1% | -8.0% |
| 7D | -3.7% | -4.8% | +1.0% | -4.4% |
| 30D | -3.7% | -4.9% | +1.2% | -4.3% |
| 3M | +8.0% | -13.4% | +21.4% | +6.0% |
| 6M | +15.8% | -23.0% | +38.8% | +11.5% |
| YTD | +34.4% | -20.2% | +54.6% | +30.3% |
| 1Y | +98.2% | -26.5% | +124.6% | +90.1% |
| 3Y | +476.6% | -45.2% | +521.7% | +434.8% |
| 5Y | +331.1% | -88.4% | +419.5% | +166.3% |
| All | +591.6% | -86.4% | +678.0% | +454.9% |
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