+33.7%
HDB vs TRMB
+113.5%
-79.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.2% |
| 7D | -4.9% | -2.9% | -2.0% | -4.1% |
| 30D | -5.8% | -1.8% | -4.1% | -5.5% |
| 3M | -5.2% | +8.4% | -13.6% | -7.5% |
| 6M | -25.7% | -18.5% | -7.2% | -22.1% |
| YTD | -39.6% | -26.7% | -12.8% | -35.1% |
| 1Y | -36.9% | -28.3% | -8.6% | -32.1% |
| 3Y | -29.7% | +12.6% | -42.3% | -35.0% |
| 5Y | -37.8% | -38.7% | +0.9% | -33.2% |
| 10Y | +33.7% | +120.8% | -87.0% | +4.2% |
| All | +33.7% | +113.5% | -79.8% | +4.2% |
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