+73.7%
HST vs TRMB
-37.5%
+111.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | -6.2% | +9.6% | -15.8% | -10.5% |
| 6M | +20.4% | -16.1% | +36.6% | +28.8% |
| YTD | +30.6% | -25.0% | +55.6% | +46.5% |
| 1Y | +37.4% | -27.7% | +65.0% | +55.9% |
| 3Y | +66.1% | +15.3% | +50.8% | +47.4% |
| 5Y | +73.7% | -37.4% | +111.1% | +89.6% |
| All | +73.7% | -37.5% | +111.2% | +89.6% |
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 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