+5.8%
HD vs TMF
-88.0%
+93.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | +20.2% | +19.7% | +0.5% | +17.1% |
| 3M | -1.0% | -2.1% | +1.1% | -0.8% |
| 6M | +7.9% | -13.4% | +21.4% | +10.0% |
| YTD | +2.0% | -16.7% | +18.7% | +4.4% |
| 1Y | -4.3% | -23.3% | +19.0% | -1.0% |
| 3Y | +25.9% | -24.8% | +50.8% | +28.7% |
| All | +5.8% | -88.0% | +93.8% | +11.7% |
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 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