-38.4%
TRI vs HBM
+123.0%
-161.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.6% |
| 7D | -0.5% | -6.4% | +5.8% | -1.5% |
| 30D | +7.9% | +5.9% | +2.0% | +9.0% |
| 3M | +24.1% | -8.9% | +33.0% | +25.1% |
| 6M | +3.8% | +10.7% | -6.8% | +8.5% |
| YTD | -16.9% | +38.3% | -55.1% | -13.4% |
| 1Y | -38.4% | +121.3% | -159.7% | -36.6% |
| All | -38.4% | +123.0% | -161.3% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling