-16.7%
TRI vs HBM
+47.3%
-63.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.6% | +2.8% | +7.1% |
| 7D | +1.0% | -5.8% | +6.8% | -0.3% |
| 30D | +20.8% | -18.5% | +39.2% | +16.4% |
| 3M | +8.1% | -10.3% | +18.4% | +6.7% |
| 6M | +24.2% | +2.1% | +22.0% | +27.3% |
| YTD | -7.8% | +12.0% | -19.8% | -6.2% |
| 1Y | -16.7% | +49.8% | -66.4% | -15.4% |
| All | -16.7% | +47.3% | -63.9% | -15.4% |
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