+403.0%
HBM vs TMF
-68.9%
+471.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -6.4% | -1.4% | -4.9% | -6.7% |
| 30D | +5.9% | -2.8% | +8.7% | +5.3% |
| 3M | -8.9% | -10.9% | +2.0% | -11.1% |
| 6M | +10.7% | -21.3% | +32.0% | +4.7% |
| YTD | +38.3% | -15.9% | +54.1% | +33.0% |
| 1Y | +121.3% | -15.7% | +137.1% | +113.5% |
| 3Y | +450.6% | -43.4% | +493.9% | +394.7% |
| 5Y | +338.0% | -87.8% | +425.8% | +161.1% |
| 10Y | +578.6% | -86.7% | +665.3% | +395.0% |
| All | +403.0% | -68.9% | +471.8% | +633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling