+571.9%
HPE vs TRMB
+216.7%
+355.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +7.9% | +2.8% | +5.0% | +6.5% |
| 30D | -23.5% | -5.9% | -17.6% | -22.0% |
| 3M | -19.1% | -3.3% | -15.8% | -18.9% |
| 6M | +51.4% | +1.3% | +50.1% | +47.0% |
| YTD | +103.4% | -29.0% | +132.4% | +133.4% |
| 1Y | +114.4% | -27.8% | +142.2% | +144.0% |
| 3Y | +224.7% | +36.3% | +188.4% | +173.8% |
| 5Y | +277.8% | -35.8% | +313.6% | +332.9% |
| 10Y | +371.1% | +103.1% | +268.0% | +215.1% |
| All | +571.9% | +216.7% | +355.2% | +345.6% |
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