-35.7%
HDB vs TMF
-87.5%
+51.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.4% | -1.4% | +1.9% | +0.5% |
| 30D | -2.8% | -2.8% | 0.0% | -2.7% |
| 3M | -3.5% | -10.9% | +7.4% | -3.1% |
| 6M | -24.7% | -21.3% | -3.4% | -24.1% |
| YTD | -36.6% | -15.9% | -20.7% | -36.2% |
| 1Y | -34.4% | -15.7% | -18.6% | -34.0% |
| 3Y | -24.4% | -43.4% | +19.0% | -23.8% |
| All | -35.7% | -87.5% | +51.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling