+71.6%
HST vs TRMB
-38.3%
+109.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -2.7% | -16.7% | +14.0% | +3.8% |
| 30D | +10.7% | -9.9% | +20.6% | +14.1% |
| 3M | +6.3% | -7.6% | +13.8% | +7.9% |
| 6M | +19.0% | -14.7% | +33.7% | +24.5% |
| YTD | +47.0% | -30.9% | +78.0% | +68.4% |
| 1Y | +53.4% | -31.3% | +84.8% | +75.8% |
| 3Y | +78.0% | +29.4% | +48.6% | +46.7% |
| All | +71.6% | -38.3% | +109.9% | +93.8% |
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