-36.9%
HDB vs TRMB
-29.4%
-7.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.4% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -5.8% | -1.8% | -4.1% | -5.7% |
| 3M | -5.2% | +8.4% | -13.6% | -6.8% |
| 6M | -25.7% | -18.5% | -7.2% | -24.9% |
| YTD | -39.6% | -26.7% | -12.8% | -39.3% |
| 1Y | -36.9% | -28.3% | -8.6% | -36.4% |
| All | -36.9% | -29.4% | -7.5% | -36.4% |
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