+19.9%
HL vs TRMB
+3,157.0%
-3,137.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -11.1% | +2.8% | -14.0% | -11.5% |
| 30D | -12.1% | -5.9% | -6.2% | -11.9% |
| 3M | -26.1% | -3.3% | -22.8% | -26.2% |
| 6M | -37.7% | +1.3% | -39.1% | -38.3% |
| YTD | -31.7% | -29.0% | -2.7% | -29.2% |
| 1Y | -11.6% | -27.8% | +16.1% | -8.6% |
| 3Y | +249.6% | +36.3% | +213.3% | +231.4% |
| 5Y | +108.5% | -35.8% | +144.3% | +116.3% |
| 10Y | +127.0% | +103.1% | +23.9% | +104.6% |
| All | +19.9% | +3,157.0% | -3,137.1% | -1.3% |
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