+262.2%
TFC vs HDB
+3,812.1%
-3,549.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -1.3% | -2.8% | +1.5% | -0.2% |
| 3M | +6.1% | -3.5% | +9.6% | +7.0% |
| 6M | +7.3% | -24.7% | +32.1% | +19.1% |
| YTD | +8.2% | -36.6% | +44.8% | +28.2% |
| 1Y | +14.4% | -34.4% | +48.8% | +33.5% |
| 3Y | +93.7% | -24.4% | +118.1% | +109.1% |
| 5Y | +16.4% | -35.4% | +51.8% | +31.6% |
| 10Y | +101.6% | +39.5% | +62.0% | +61.9% |
| All | +262.2% | +3,812.1% | -3,549.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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