+1,534.9%
TD vs HBM
+462.4%
+1,072.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.6% | +5.1% | -4.5% | -0.4% |
| 30D | +5.0% | -15.8% | +20.8% | +7.9% |
| 3M | +1.1% | -22.4% | +23.5% | +5.1% |
| 6M | +16.5% | -20.2% | +36.7% | +19.0% |
| YTD | +34.3% | +9.0% | +25.3% | +27.8% |
| 1Y | +52.9% | +27.4% | +25.5% | +41.1% |
| 3Y | +132.2% | +424.2% | -292.0% | +56.7% |
| 5Y | +101.9% | +196.1% | -94.2% | +44.7% |
| 10Y | +302.0% | +285.4% | +16.6% | +129.4% |
| All | +1,534.9% | +462.4% | +1,072.5% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling