+519.2%
TFC vs HBM
+456.2%
+63.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +2.3% | +2.2% | 0.0% | +1.7% |
| 30D | +10.8% | -11.8% | +22.6% | +13.1% |
| 3M | -3.8% | -19.2% | +15.4% | -0.6% |
| 6M | +9.6% | -22.9% | +32.5% | +12.5% |
| YTD | +5.8% | +7.8% | -2.0% | -0.2% |
| 1Y | +16.2% | +34.9% | -18.7% | +4.6% |
| 3Y | +96.0% | +422.2% | -326.2% | +27.7% |
| 5Y | +1.7% | +192.8% | -191.1% | -29.0% |
| 10Y | +79.9% | +281.1% | -201.3% | +0.2% |
| All | +519.2% | +456.2% | +63.0% | +86.2% |
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