+527.4%
HBM vs TMF
-42.4%
+569.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | +5.1% | -1.8% | +6.9% | +5.3% |
| 3M | +11.1% | -8.2% | +19.4% | +12.2% |
| 6M | +30.2% | -19.5% | +49.7% | +33.2% |
| YTD | +46.2% | -16.0% | +62.2% | +49.0% |
| 1Y | +120.0% | -22.5% | +142.5% | +125.6% |
| 3Y | +527.4% | -42.3% | +569.7% | +560.2% |
| All | +527.4% | -42.4% | +569.8% | +560.2% |
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