-38.7%
TRMB vs HBM
+392.2%
-430.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -2.9% | +5.5% | -8.4% | -3.9% |
| 30D | -1.8% | +3.3% | -5.1% | -2.6% |
| 3M | +8.4% | +12.7% | -4.2% | +4.7% |
| 6M | -18.5% | +28.2% | -46.7% | -24.5% |
| YTD | -26.7% | +45.3% | -72.0% | -35.1% |
| 1Y | -28.3% | +121.7% | -150.0% | -43.0% |
| 3Y | +12.6% | +523.5% | -510.9% | -34.7% |
| 5Y | -38.7% | +393.9% | -432.6% | -63.2% |
| All | -38.7% | +392.2% | -430.9% | -63.2% |
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