+97.2%
TFC vs HBM
+625.8%
-528.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.3% | +5.5% | -6.8% | -2.4% |
| 30D | -2.3% | +3.3% | -5.6% | -3.3% |
| 3M | +2.5% | +12.7% | -10.2% | -1.2% |
| 6M | +9.5% | +28.2% | -18.7% | +1.4% |
| YTD | +5.1% | +45.3% | -40.3% | -6.3% |
| 1Y | +15.5% | +121.7% | -106.2% | -6.8% |
| 3Y | +95.2% | +523.5% | -428.4% | +20.1% |
| 5Y | +14.5% | +393.9% | -379.4% | -29.8% |
| 10Y | +97.2% | +647.9% | -550.7% | -8.5% |
| All | +97.2% | +625.8% | -528.7% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling