+7.4%
HD vs TRMB
-37.5%
+44.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +2.0% | +9.6% | -7.6% | -1.5% |
| 6M | -10.5% | -16.1% | +5.7% | -5.5% |
| YTD | -6.9% | -25.0% | +18.1% | +1.9% |
| 1Y | -23.2% | -27.7% | +4.5% | -15.2% |
| 3Y | +3.1% | +15.3% | -12.2% | -8.3% |
| 5Y | +7.4% | -37.4% | +44.8% | +18.8% |
| All | +7.4% | -37.5% | +44.9% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling