+435.9%
HBM vs TMF
-28.1%
+464.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.9% |
| 30D | -14.8% | +11.5% | -26.3% | -16.1% |
| 3M | -20.7% | -4.5% | -16.2% | -20.3% |
| 6M | -13.9% | -15.0% | +1.1% | -12.3% |
| YTD | +10.6% | -19.9% | +30.5% | +13.4% |
| 1Y | +32.4% | -26.6% | +58.9% | +36.5% |
| All | +435.9% | -28.1% | +464.0% | +451.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling