+58.1%
HDB vs TMF
-84.4%
+142.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +13.3% | +1.2% | +12.1% | +13.4% |
| 30D | +13.6% | +19.7% | -6.2% | +14.3% |
| 3M | +5.8% | -2.1% | +7.9% | +5.7% |
| 6M | -1.9% | -13.4% | +11.5% | -2.5% |
| YTD | -31.2% | -16.7% | -14.5% | -31.7% |
| 1Y | -29.6% | -23.3% | -6.2% | -30.4% |
| 3Y | -10.1% | -24.8% | +14.7% | -10.2% |
| 5Y | -24.3% | -88.0% | +63.7% | -37.2% |
| All | +58.1% | -84.4% | +142.5% | +31.1% |
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 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