+1,731.8%
HCA vs TRMB
+141.6%
+1,590.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.7% |
| 7D | +4.9% | -2.9% | +7.8% | +5.9% |
| 30D | +1.9% | -1.8% | +3.7% | +2.3% |
| 3M | +12.7% | +8.4% | +4.3% | +9.2% |
| 6M | -22.3% | -18.5% | -3.8% | -17.3% |
| YTD | -9.3% | -26.7% | +17.4% | -0.3% |
| 1Y | +2.7% | -28.3% | +31.0% | +13.2% |
| 3Y | +57.8% | +12.6% | +45.2% | +40.9% |
| 5Y | +70.3% | -38.7% | +109.0% | +87.4% |
| 10Y | +499.7% | +120.8% | +378.9% | +298.2% |
| All | +1,731.8% | +141.6% | +1,590.2% | +929.7% |
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