-22.1%
HDB vs TRMB
-34.2%
+12.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | +6.9% | +4.1% | +2.8% | +6.0% |
| 30D | +15.2% | -5.1% | +20.3% | +15.4% |
| 3M | +11.7% | -2.6% | +14.3% | +11.0% |
| 6M | +7.5% | -2.7% | +10.2% | +6.6% |
| YTD | -28.8% | -27.9% | -0.9% | -24.4% |
| 1Y | -29.1% | -29.0% | -0.1% | -24.5% |
| 3Y | -7.0% | +35.0% | -42.0% | -20.6% |
| 5Y | -22.1% | -33.9% | +11.8% | -18.9% |
| All | -22.1% | -34.2% | +12.1% | -18.9% |
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