-33.9%
TRMB vs HBM
+210.2%
-244.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +4.1% | -1.3% | +5.4% | +4.2% |
| 30D | -5.1% | -14.8% | +9.8% | -2.7% |
| 3M | -2.6% | -20.7% | +18.1% | +0.8% |
| 6M | -2.7% | -13.9% | +11.2% | -2.4% |
| YTD | -27.9% | +10.6% | -38.5% | -33.3% |
| 1Y | -29.0% | +32.4% | -61.4% | -37.3% |
| 3Y | +35.0% | +432.0% | -397.0% | -21.1% |
| 5Y | -33.9% | +205.5% | -239.4% | -56.9% |
| All | -33.9% | +210.2% | -244.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling