+470.2%
HAL vs TRMB
+3,381.2%
-2,910.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +2.9% | -2.5% | +5.5% | +3.4% |
| 30D | +17.0% | +1.5% | +15.5% | +16.6% |
| 3M | -9.7% | +6.8% | -16.4% | -11.1% |
| 6M | +8.6% | -14.9% | +23.6% | +11.3% |
| YTD | +33.0% | -24.1% | +57.1% | +39.0% |
| 1Y | +68.3% | -25.4% | +93.7% | +76.2% |
| 3Y | +0.1% | +8.0% | -7.9% | -3.0% |
| 5Y | +102.6% | -37.3% | +139.9% | +114.6% |
| 10Y | +3.8% | +116.8% | -113.0% | -10.2% |
| All | +470.2% | +3,381.2% | -2,910.9% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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