+3,769.4%
HDB vs TRMB
+1,858.4%
+1,911.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.4% | -2.5% | +3.0% | +1.2% |
| 30D | -2.8% | +1.5% | -4.3% | -3.4% |
| 3M | -3.5% | +6.8% | -10.3% | -6.0% |
| 6M | -24.7% | -14.9% | -9.8% | -21.3% |
| YTD | -36.6% | -24.1% | -12.5% | -31.5% |
| 1Y | -34.4% | -25.4% | -9.0% | -29.1% |
| 3Y | -24.4% | +8.0% | -32.4% | -30.0% |
| 5Y | -35.4% | -37.3% | +2.0% | -30.1% |
| 10Y | +39.5% | +116.8% | -77.3% | -7.5% |
| All | +3,769.4% | +1,858.4% | +1,911.0% | +1,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling