+534.9%
TRI vs HBM
+589.9%
-54.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -7.9% | -3.3% | -4.6% | -7.6% |
| 30D | -4.5% | -4.8% | +0.3% | -4.2% |
| 3M | +22.1% | -0.4% | +22.5% | +21.2% |
| 6M | -2.8% | +17.9% | -20.6% | -6.2% |
| YTD | -23.4% | +33.7% | -57.1% | -27.7% |
| 1Y | -41.5% | +95.6% | -137.1% | -47.5% |
| 3Y | -19.2% | +458.1% | -477.3% | -37.7% |
| 5Y | -9.4% | +329.0% | -338.4% | -30.5% |
| 10Y | +195.6% | +588.2% | -392.6% | +83.8% |
| All | +534.9% | +589.9% | -54.9% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling