-31.0%
TRMB vs HBM
+47.3%
-78.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -21.0% | -17.3% |
| 7D | -15.7% | -5.8% | -9.8% | -15.5% |
| 30D | -7.8% | -18.5% | +10.7% | -7.3% |
| 3M | -9.3% | -10.3% | +1.0% | -9.0% |
| 6M | -20.8% | +2.1% | -22.9% | -20.8% |
| YTD | -30.8% | +12.0% | -42.8% | -35.8% |
| 1Y | -31.0% | +49.8% | -80.7% | -43.4% |
| All | -31.0% | +47.3% | -78.3% | -43.4% |
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