+247.2%
HD vs TRMB
+96.4%
+150.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | -16.6% | +21.7% | +10.8% |
| 30D | +20.7% | -8.9% | +29.6% | +23.1% |
| 3M | +0.8% | -6.3% | +7.1% | +1.6% |
| 6M | +12.2% | -10.0% | +22.2% | +14.3% |
| YTD | +4.2% | -30.1% | +34.3% | +15.7% |
| 1Y | -2.6% | -31.3% | +28.7% | +8.6% |
| 3Y | +30.0% | +30.8% | -0.8% | +9.9% |
| 5Y | +8.1% | -35.9% | +44.0% | +17.1% |
| 10Y | +247.2% | +101.7% | +145.4% | +153.2% |
| All | +247.2% | +96.4% | +150.7% | +153.2% |
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