-4.6%
HD vs TRMB
-31.2%
+26.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -17.3% | +23.8% | +8.7% |
| 7D | +11.9% | -15.7% | +27.6% | +13.7% |
| 30D | +26.4% | -7.8% | +34.2% | +25.4% |
| 3M | +2.8% | -9.3% | +12.1% | +2.3% |
| 6M | +15.5% | -20.8% | +36.3% | +16.5% |
| YTD | +5.5% | -30.8% | +36.3% | +7.5% |
| 1Y | -4.6% | -31.0% | +26.4% | -3.0% |
| All | -4.6% | -31.2% | +26.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling