+3,006.6%
HPQ vs TRMB
+3,340.8%
-334.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +3.7% | -1.2% | +5.0% | +3.9% |
| 3M | +24.3% | +9.6% | +14.7% | +21.6% |
| 6M | +64.8% | -16.1% | +80.9% | +70.8% |
| YTD | +43.9% | -25.0% | +68.9% | +52.7% |
| 1Y | +11.7% | -27.7% | +39.3% | +19.5% |
| 3Y | +19.7% | +15.3% | +4.4% | +15.0% |
| 5Y | +32.2% | -37.4% | +69.6% | +43.9% |
| 10Y | +198.9% | +117.5% | +81.5% | +154.2% |
| All | +3,006.6% | +3,340.8% | -334.2% | +1,414.9% |
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