-34.4%
HDB vs TMF
-15.2%
-19.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.4% | -1.4% | +1.9% | +0.8% |
| 30D | -2.8% | -2.8% | 0.0% | -2.2% |
| 3M | -3.5% | -10.9% | +7.4% | -0.9% |
| 6M | -24.7% | -21.3% | -3.4% | -21.8% |
| YTD | -36.6% | -15.9% | -20.7% | -34.1% |
| 1Y | -34.4% | -15.7% | -18.6% | -31.8% |
| All | -34.4% | -15.2% | -19.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling