+636.8%
HLT vs TRMB
+81.2%
+555.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | -1.2% | -1.8% | +0.5% | -0.7% |
| 3M | -10.3% | +8.4% | -18.7% | -13.8% |
| 6M | +1.3% | -18.5% | +19.8% | +8.5% |
| YTD | +7.0% | -26.7% | +33.8% | +19.2% |
| 1Y | +11.9% | -28.3% | +40.2% | +25.1% |
| 3Y | +100.7% | +12.6% | +88.1% | +82.9% |
| 5Y | +147.5% | -38.7% | +186.2% | +180.3% |
| 10Y | +586.5% | +120.8% | +465.8% | +380.9% |
| All | +636.8% | +81.2% | +555.6% | +425.6% |
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