+366.2%
HBM vs TMF
-88.1%
+454.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.5% |
| 7D | +5.5% | -0.9% | +6.4% | +5.6% |
| 30D | +3.3% | -1.0% | +4.3% | +3.3% |
| 3M | +12.7% | -11.3% | +23.9% | +13.2% |
| 6M | +28.2% | -22.7% | +50.9% | +29.4% |
| YTD | +45.3% | -17.3% | +62.7% | +46.5% |
| 1Y | +121.7% | -22.5% | +144.2% | +123.8% |
| 3Y | +523.5% | -43.2% | +566.7% | +527.9% |
| All | +366.2% | -88.1% | +454.3% | +292.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling