+2,450.6%
HST vs TRMB
+3,104.9%
-654.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +0.6% | -16.6% | +17.1% | +4.2% |
| 30D | +14.5% | -8.9% | +23.4% | +16.3% |
| 3M | +15.4% | -6.3% | +21.7% | +16.3% |
| 6M | +22.0% | -10.0% | +31.9% | +23.7% |
| YTD | +54.9% | -30.1% | +85.0% | +65.4% |
| 1Y | +54.0% | -31.3% | +85.3% | +65.0% |
| 3Y | +90.4% | +30.8% | +59.6% | +76.6% |
| 5Y | +84.2% | -35.9% | +120.2% | +97.2% |
| 10Y | +144.6% | +101.7% | +42.9% | +106.5% |
| All | +2,450.6% | +3,104.9% | -654.2% | +1,300.9% |
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