+107.0%
HST vs TRMB
+113.5%
-6.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.0% |
| 7D | -0.3% | -2.9% | +2.6% | +1.1% |
| 30D | -2.8% | -1.8% | -1.0% | -2.2% |
| 3M | -6.5% | +8.4% | -14.9% | -10.8% |
| 6M | +20.7% | -18.5% | +39.2% | +31.4% |
| YTD | +30.5% | -26.7% | +57.2% | +48.9% |
| 1Y | +36.8% | -28.3% | +65.1% | +57.0% |
| 3Y | +65.9% | +12.6% | +53.3% | +47.2% |
| 5Y | +73.9% | -38.7% | +112.6% | +104.5% |
| 10Y | +107.0% | +120.8% | -13.7% | +27.3% |
| All | +107.0% | +113.5% | -6.5% | +27.3% |
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 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