+1,495.1%
TD vs HBM
+613.3%
+881.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.2% |
| 7D | +0.3% | -6.4% | +6.7% | +1.5% |
| 30D | +0.4% | +5.9% | -5.5% | -0.8% |
| 3M | +7.6% | -8.9% | +16.5% | +8.2% |
| 6M | +25.0% | +10.7% | +14.3% | +20.3% |
| YTD | +31.0% | +38.3% | -7.3% | +20.1% |
| 1Y | +65.2% | +121.3% | -56.2% | +37.8% |
| 3Y | +122.5% | +450.6% | -328.1% | +49.5% |
| 5Y | +124.8% | +338.0% | -213.2% | +50.1% |
| 10Y | +298.2% | +578.6% | -280.4% | +104.4% |
| All | +1,495.1% | +613.3% | +881.8% | +443.3% |
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