+4,243.5%
HDB vs TRMB
+1,759.9%
+2,483.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.8% |
| 7D | +6.9% | +4.1% | +2.8% | +5.6% |
| 30D | +15.2% | -5.1% | +20.3% | +15.9% |
| 3M | +11.7% | -2.6% | +14.3% | +11.2% |
| 6M | +7.5% | -2.7% | +10.2% | +6.6% |
| YTD | -28.8% | -27.9% | -0.9% | -22.7% |
| 1Y | -29.1% | -29.0% | -0.1% | -22.9% |
| 3Y | -7.0% | +35.0% | -42.0% | -20.4% |
| 5Y | -22.1% | -33.9% | +11.8% | -18.1% |
| 10Y | +64.9% | +106.1% | -41.2% | +10.0% |
| All | +4,243.5% | +1,759.9% | +2,483.6% | +1,281.5% |
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