+100.3%
HIG vs TMF
-42.4%
+142.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | -4.9% | -1.8% | -3.1% | -4.8% |
| 3M | +6.8% | -8.2% | +15.0% | +7.1% |
| 6M | -1.7% | -19.5% | +17.8% | -0.9% |
| YTD | -0.2% | -16.0% | +15.7% | +0.3% |
| 1Y | +5.7% | -22.5% | +28.2% | +6.6% |
| 3Y | +100.3% | -42.3% | +142.6% | +106.7% |
| All | +100.3% | -42.4% | +142.7% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling