+7,696.4%
TDG vs HBM
+649.7%
+7,046.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.4% | +5.5% | -8.0% | -3.3% |
| 30D | -8.0% | +3.3% | -11.3% | -8.7% |
| 3M | -10.5% | +12.7% | -23.1% | -13.0% |
| 6M | -11.9% | +28.2% | -40.1% | -16.9% |
| YTD | -15.4% | +45.3% | -60.7% | -22.6% |
| 1Y | -14.2% | +121.7% | -135.9% | -27.5% |
| 3Y | +51.0% | +523.5% | -472.5% | +2.5% |
| 5Y | +126.5% | +393.9% | -267.4% | +53.6% |
| 10Y | +535.6% | +647.9% | -112.3% | +252.5% |
| All | +7,696.4% | +649.7% | +7,046.7% | +3,677.1% |
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