+621.7%
HPE vs TRMB
+238.5%
+383.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.4% | -4.0% |
| 7D | -0.6% | -2.5% | +1.9% | +0.7% |
| 30D | -2.3% | +1.5% | -3.8% | -3.4% |
| 3M | -2.9% | +6.8% | -9.6% | -7.1% |
| 6M | +143.6% | -14.9% | +158.5% | +159.8% |
| YTD | +118.5% | -24.1% | +142.6% | +145.8% |
| 1Y | +129.2% | -25.4% | +154.6% | +159.7% |
| 3Y | +212.5% | +8.0% | +204.5% | +193.9% |
| 5Y | +286.9% | -37.3% | +324.2% | +351.7% |
| 10Y | +432.3% | +116.8% | +315.5% | +248.6% |
| All | +621.7% | +238.5% | +383.2% | +369.2% |
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 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