+13.0%
TRMB vs HRB
+25.9%
-12.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -2.9% | -10.6% | +7.7% | -0.9% |
| 30D | -1.8% | -0.8% | -1.0% | -1.9% |
| 3M | +8.4% | +19.1% | -10.7% | +4.4% |
| 6M | -18.5% | +48.7% | -67.2% | -24.9% |
| YTD | -26.7% | +7.1% | -33.8% | -27.3% |
| 1Y | -28.3% | -8.3% | -20.0% | -26.4% |
| All | +13.0% | +25.9% | -12.9% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling