+61.3%
HDB vs TMF
-83.0%
+144.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +13.7% | +0.6% | +13.1% | +13.7% |
| 30D | +15.8% | +16.3% | -0.5% | +16.5% |
| 3M | +9.2% | -2.7% | +11.9% | +9.1% |
| 6M | +3.2% | -13.2% | +16.3% | +2.6% |
| YTD | -29.4% | -16.7% | -12.7% | -29.9% |
| 1Y | -27.9% | -22.7% | -5.2% | -28.7% |
| 3Y | -5.9% | -26.1% | +20.2% | -6.1% |
| 5Y | -23.5% | -88.4% | +64.9% | -36.7% |
| 10Y | +61.3% | -81.8% | +143.2% | +36.3% |
| All | +61.3% | -83.0% | +144.3% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling