+32.6%
HD vs TMF
-29.8%
+62.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | +21.6% | +16.3% | +5.2% | +17.6% |
| 3M | +0.1% | -2.7% | +2.8% | +0.5% |
| 6M | +13.0% | -13.2% | +26.2% | +16.1% |
| YTD | +4.9% | -16.7% | +21.6% | +8.5% |
| 1Y | -2.1% | -22.7% | +20.7% | +2.6% |
| 3Y | +32.6% | -26.1% | +58.7% | +37.4% |
| All | +32.6% | -29.8% | +62.4% | +37.4% |
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