+255.0%
HIG vs TMF
-82.1%
+337.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.3% |
| 7D | +2.6% | -9.3% | +11.9% | +1.7% |
| 30D | +4.2% | +1.9% | +2.2% | +4.4% |
| 3M | +0.2% | -11.2% | +11.4% | -0.8% |
| 6M | +4.6% | -17.7% | +22.3% | +2.9% |
| YTD | +1.1% | -24.5% | +25.6% | -1.3% |
| 1Y | +4.7% | -29.4% | +34.1% | +1.6% |
| 3Y | +95.5% | -33.4% | +128.9% | +91.6% |
| 5Y | +111.7% | -88.7% | +200.4% | +62.6% |
| All | +255.0% | -82.1% | +337.1% | +206.0% |
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 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