+3,488.3%
TMO vs HDB
+3,626.5%
-138.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -0.5% | -4.9% | +4.4% | +0.8% |
| 30D | +1.0% | -5.8% | +6.8% | +2.5% |
| 3M | +22.7% | -5.2% | +27.9% | +23.9% |
| 6M | +19.0% | -25.7% | +44.7% | +27.9% |
| YTD | +4.7% | -39.6% | +44.3% | +18.5% |
| 1Y | +26.0% | -36.9% | +62.9% | +40.7% |
| 3Y | +18.0% | -29.7% | +47.7% | +26.1% |
| 5Y | +8.0% | -37.8% | +45.8% | +17.4% |
| 10Y | +333.8% | +33.7% | +300.0% | +267.5% |
| All | +3,488.3% | +3,626.5% | -138.2% | +1,226.8% |
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