+39.7%
HPQ vs TRMB
-39.0%
+78.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +6.1% |
| 7D | +2.2% | -2.9% | +5.1% | +3.7% |
| 30D | +9.7% | -1.8% | +11.5% | +10.4% |
| 3M | +32.7% | +8.4% | +24.3% | +26.6% |
| 6M | +77.7% | -18.5% | +96.2% | +95.2% |
| YTD | +51.0% | -26.7% | +77.7% | +74.6% |
| 1Y | +18.4% | -28.3% | +46.7% | +38.3% |
| 3Y | +25.6% | +12.6% | +13.0% | +13.4% |
| All | +39.7% | -39.0% | +78.7% | +63.3% |
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