+89.3%
HL vs TRMB
+3,381.2%
-3,291.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +1.5% | -2.5% | +4.0% | +1.8% |
| 30D | +25.1% | +1.5% | +23.5% | +24.8% |
| 3M | +22.9% | +6.8% | +16.1% | +21.6% |
| 6M | -4.9% | -14.9% | +10.0% | -3.1% |
| YTD | +7.8% | -24.1% | +31.9% | +11.4% |
| 1Y | +133.9% | -25.4% | +159.3% | +142.3% |
| 3Y | +380.9% | +8.0% | +372.9% | +371.6% |
| 5Y | +230.2% | -37.3% | +267.5% | +244.9% |
| 10Y | +265.6% | +116.8% | +148.8% | +228.7% |
| All | +89.3% | +3,381.2% | -3,291.9% | +55.3% |
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