+113.6%
TRMB vs HRB
+207.5%
-93.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.4% | -12.2% | +6.7% | -2.1% |
| 30D | -2.0% | -3.0% | +1.0% | -1.8% |
| 3M | +12.3% | +21.7% | -9.4% | +5.6% |
| 6M | -17.6% | +52.3% | -69.9% | -28.1% |
| YTD | -27.5% | +6.5% | -33.9% | -30.0% |
| 1Y | -29.1% | -6.7% | -22.4% | -29.2% |
| 3Y | +11.5% | +25.1% | -13.6% | +0.1% |
| 5Y | -39.5% | +113.8% | -153.2% | -54.7% |
| All | +113.6% | +207.5% | -93.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling