+125.4%
TD vs HBM
+336.0%
-210.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.4% | +2.0% |
| 7D | -2.6% | -3.7% | +1.2% | -2.1% |
| 30D | -1.0% | -3.7% | +2.6% | -0.7% |
| 3M | +5.6% | +8.0% | -2.4% | +3.5% |
| 6M | +27.1% | +15.8% | +11.3% | +21.9% |
| YTD | +29.4% | +34.4% | -5.0% | +20.1% |
| 1Y | +60.7% | +98.2% | -37.5% | +38.8% |
| 3Y | +127.6% | +476.6% | -349.0% | +52.7% |
| 5Y | +125.4% | +331.1% | -205.7% | +52.4% |
| All | +125.4% | +336.0% | -210.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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