+256.9%
HL vs TRMB
+121.9%
+135.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -4.4% | -3.0% | -1.3% | -3.3% |
| 30D | +9.3% | +2.3% | +7.0% | +8.4% |
| 3M | +32.0% | +15.3% | +16.7% | +24.2% |
| 6M | -6.4% | -14.7% | +8.3% | -1.7% |
| YTD | +3.1% | -26.4% | +29.5% | +14.1% |
| 1Y | +77.6% | -30.4% | +108.0% | +101.1% |
| 3Y | +392.8% | +13.5% | +379.3% | +346.6% |
| 5Y | +234.1% | -38.6% | +272.7% | +269.8% |
| All | +256.9% | +121.9% | +135.1% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling