+737.3%
HDB vs TMF
-71.6%
+808.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.7% |
| 7D | +4.1% | -8.2% | +12.3% | +3.1% |
| 30D | +13.0% | +5.3% | +7.6% | +13.7% |
| 3M | +11.3% | -8.5% | +19.7% | +10.1% |
| 6M | +6.9% | -17.2% | +24.1% | +4.6% |
| YTD | -29.6% | -23.4% | -6.2% | -31.8% |
| 1Y | -29.5% | -30.2% | +0.7% | -32.5% |
| 3Y | -8.1% | -32.9% | +24.8% | -10.8% |
| 5Y | -23.4% | -88.5% | +65.1% | -42.9% |
| 10Y | +62.9% | -82.2% | +145.1% | +43.9% |
| All | +737.3% | -71.6% | +808.9% | +956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling