+228.7%
HL vs TRMB
-39.0%
+267.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -4.4% | -3.0% | -1.3% | -3.1% |
| 30D | +9.3% | +2.3% | +7.0% | +8.3% |
| 3M | +32.0% | +15.3% | +16.7% | +23.3% |
| 6M | -6.4% | -14.7% | +8.3% | -1.0% |
| YTD | +3.1% | -26.4% | +29.5% | +16.1% |
| 1Y | +77.6% | -30.4% | +108.0% | +105.2% |
| 3Y | +392.8% | +13.5% | +379.3% | +329.0% |
| All | +228.7% | -39.0% | +267.6% | +232.2% |
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