-61.1%
HTZ vs TRMB
-20.4%
-40.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -17.3% | +26.5% | +4.8% |
| 7D | +18.9% | -15.7% | +34.6% | +14.3% |
| 30D | +26.3% | -7.8% | +34.0% | +22.8% |
| 3M | +49.7% | -9.3% | +59.0% | +45.2% |
| 6M | -61.1% | -20.8% | -40.3% | -62.3% |
| All | -61.1% | -20.4% | -40.7% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling