+4,191.8%
HDB vs TRMB
+1,738.5%
+2,453.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +4.1% | +4.1% | 0.0% | +2.8% |
| 30D | +13.0% | -7.0% | +19.9% | +14.3% |
| 3M | +11.3% | -0.9% | +12.2% | +10.1% |
| 6M | +6.9% | -1.2% | +8.2% | +5.5% |
| YTD | -29.6% | -28.7% | -0.9% | -23.4% |
| 1Y | -29.5% | -32.1% | +2.5% | -22.2% |
| 3Y | -8.1% | +33.4% | -41.5% | -21.1% |
| 5Y | -23.4% | -35.6% | +12.2% | -18.8% |
| 10Y | +62.9% | +103.8% | -40.8% | +9.1% |
| All | +4,191.8% | +1,738.5% | +2,453.2% | +1,270.0% |
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