+205.0%
HD vs TRMB
+114.9%
+90.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.1% | -1.2% | -9.9% | -10.8% |
| 3M | +2.0% | +9.6% | -7.6% | -1.6% |
| 6M | -10.5% | -16.1% | +5.7% | -5.3% |
| YTD | -6.9% | -25.0% | +18.1% | +2.2% |
| 1Y | -23.2% | -27.7% | +4.5% | -14.9% |
| 3Y | +3.1% | +15.3% | -12.2% | -7.6% |
| 5Y | +7.4% | -37.4% | +44.8% | +19.0% |
| 10Y | +205.0% | +117.5% | +87.5% | +106.2% |
| All | +205.0% | +114.9% | +90.1% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling