+654.9%
HDB vs TMF
-68.9%
+723.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.4% | -1.4% | +1.9% | +0.3% |
| 30D | -2.8% | -2.8% | 0.0% | -3.1% |
| 3M | -3.5% | -10.9% | +7.4% | -4.8% |
| 6M | -24.7% | -21.3% | -3.4% | -26.9% |
| YTD | -36.6% | -15.9% | -20.7% | -37.8% |
| 1Y | -34.4% | -15.7% | -18.6% | -35.6% |
| 3Y | -24.4% | -43.4% | +19.0% | -28.4% |
| 5Y | -35.4% | -87.8% | +52.4% | -51.4% |
| 10Y | +39.5% | -86.7% | +126.3% | +14.9% |
| All | +654.9% | -68.9% | +723.7% | +862.8% |
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