+850.1%
TRGP vs HBM
+619.2%
+231.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | +8.0% | -4.8% | +12.9% | +8.9% |
| 3M | +8.3% | -0.4% | +8.7% | +6.0% |
| 6M | +23.9% | +17.9% | +6.0% | +11.3% |
| YTD | +59.6% | +33.7% | +25.9% | +35.1% |
| 1Y | +79.4% | +95.6% | -16.2% | +31.5% |
| 3Y | +269.4% | +458.1% | -188.7% | +73.1% |
| 5Y | +641.6% | +329.0% | +312.6% | +251.3% |
| All | +850.1% | +619.2% | +231.0% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling