+138.4%
HLT vs TRMB
-39.0%
+177.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.4% |
| 30D | -5.0% | +2.3% | -7.3% | -6.0% |
| 3M | -10.4% | +15.3% | -25.7% | -16.1% |
| 6M | +3.2% | -14.7% | +17.9% | +9.0% |
| YTD | +6.7% | -26.4% | +33.1% | +19.5% |
| 1Y | +10.3% | -30.4% | +40.7% | +25.9% |
| 3Y | +99.3% | +13.5% | +85.8% | +79.3% |
| All | +138.4% | -39.0% | +177.4% | +171.2% |
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