+34.0%
HDB vs TMF
-86.8%
+120.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -2.0% | +1.0% | -3.0% | -2.0% |
| 30D | -4.9% | -1.8% | -3.0% | -4.9% |
| 3M | -2.3% | -8.2% | +5.9% | -2.6% |
| 6M | -23.7% | -19.5% | -4.2% | -24.4% |
| YTD | -38.5% | -16.0% | -22.5% | -38.9% |
| 1Y | -36.5% | -22.5% | -14.0% | -37.1% |
| 3Y | -28.5% | -42.3% | +13.8% | -29.9% |
| 5Y | -37.4% | -87.7% | +50.3% | -47.5% |
| 10Y | +34.0% | -86.5% | +120.6% | +15.3% |
| All | +34.0% | -86.8% | +120.9% | +15.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling