+8.1%
HD vs TMF
-88.9%
+97.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.1% |
| 7D | +5.2% | -1.1% | +6.3% | +5.4% |
| 30D | +20.7% | +11.8% | +8.9% | +18.8% |
| 3M | +0.8% | -4.0% | +4.8% | +1.4% |
| 6M | +12.2% | -16.5% | +28.8% | +15.0% |
| YTD | +4.2% | -19.9% | +24.1% | +7.3% |
| 1Y | -2.6% | -25.6% | +23.0% | +1.2% |
| 3Y | +30.0% | -29.9% | +59.9% | +34.1% |
| 5Y | +8.1% | -88.2% | +96.3% | +13.9% |
| All | +8.1% | -88.9% | +97.0% | +13.9% |
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