+489.7%
HPE vs TRMB
+118.7%
+371.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.3% | -5.8% |
| 7D | +1.4% | -5.4% | +6.9% | +4.2% |
| 30D | +1.5% | -2.0% | +3.5% | +2.1% |
| 3M | +21.7% | +12.3% | +9.4% | +12.7% |
| 6M | +164.2% | -17.6% | +181.8% | +186.8% |
| YTD | +132.1% | -27.5% | +159.5% | +168.4% |
| 1Y | +130.6% | -29.1% | +159.7% | +169.5% |
| 3Y | +244.1% | +11.5% | +232.6% | +216.7% |
| 5Y | +340.8% | -39.5% | +380.3% | +428.7% |
| All | +489.7% | +118.7% | +371.0% | +255.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling