-3.5%
HD vs TMF
-26.6%
+23.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | -3.4% | +2.2% | +0.4% |
| 30D | +20.9% | +11.5% | +9.4% | +15.3% |
| 3M | -0.2% | -4.5% | +4.3% | +1.4% |
| 6M | +14.5% | -15.0% | +29.5% | +21.5% |
| YTD | +4.3% | -19.9% | +24.2% | +12.4% |
| 1Y | -3.5% | -26.6% | +23.1% | +6.1% |
| All | -3.5% | -26.6% | +23.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling