+1,798.5%
HD vs TMF
-68.9%
+1,867.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +1.0% |
| 7D | -2.1% | -1.4% | -0.6% | -2.1% |
| 30D | -8.4% | -2.8% | -5.6% | -8.6% |
| 3M | +4.3% | -10.9% | +15.3% | +3.5% |
| 6M | -11.1% | -21.3% | +10.2% | -12.6% |
| YTD | -4.7% | -15.9% | +11.2% | -5.8% |
| 1Y | -19.8% | -15.7% | -4.1% | -20.7% |
| 3Y | +4.1% | -43.4% | +47.5% | +0.4% |
| 5Y | +10.3% | -87.8% | +98.1% | -11.2% |
| 10Y | +203.2% | -86.7% | +289.9% | +164.2% |
| All | +1,798.5% | -68.9% | +1,867.3% | +2,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling