+1,969.3%
HD vs TMF
-69.1%
+2,038.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +6.4% | +2.7% | +3.7% | +6.5% |
| 30D | +22.1% | +19.3% | +2.7% | +23.4% |
| 3M | -0.2% | -3.7% | +3.5% | -0.5% |
| 6M | +12.6% | -11.3% | +23.9% | +11.6% |
| YTD | +3.9% | -16.6% | +20.5% | +2.6% |
| 1Y | -3.7% | -21.1% | +17.4% | -5.3% |
| 3Y | +27.9% | -26.8% | +54.7% | +26.3% |
| 5Y | +7.8% | -88.0% | +95.9% | -13.6% |
| 10Y | +269.4% | -84.7% | +354.1% | +229.1% |
| All | +1,969.3% | -69.1% | +2,038.4% | +2,211.1% |
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