+2,049.7%
HST vs TRMB
+3,381.2%
-1,331.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -12.3% | +1.5% | -13.8% | -12.6% |
| 3M | -6.4% | +6.8% | -13.1% | -8.0% |
| 6M | +15.0% | -14.9% | +30.0% | +18.5% |
| YTD | +30.5% | -24.1% | +54.6% | +37.7% |
| 1Y | +35.7% | -25.4% | +61.1% | +43.4% |
| 3Y | +68.4% | +8.0% | +60.4% | +63.0% |
| 5Y | +73.1% | -37.3% | +110.4% | +86.7% |
| 10Y | +92.7% | +116.8% | -24.1% | +60.9% |
| All | +2,049.7% | +3,381.2% | -1,331.5% | +1,065.8% |
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 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