+28.3%
HD vs TMF
-25.2%
+53.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +6.4% | +2.7% | +3.7% | +5.7% |
| 30D | +22.1% | +19.3% | +2.7% | +17.4% |
| 3M | -0.2% | -3.7% | +3.5% | +0.5% |
| 6M | +12.6% | -11.3% | +23.9% | +15.3% |
| YTD | +3.9% | -16.6% | +20.5% | +7.5% |
| 1Y | -3.7% | -21.1% | +17.4% | +0.5% |
| All | +28.3% | -25.2% | +53.5% | +30.6% |
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