-35.6%
TRMB vs HRB
+143.9%
-179.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +4.1% | -7.8% | +11.9% | +5.9% |
| 30D | -7.0% | +15.7% | -22.7% | -10.5% |
| 3M | -0.9% | -5.5% | +4.6% | -0.2% |
| 6M | -1.2% | +41.1% | -42.3% | -10.1% |
| YTD | -28.7% | +20.4% | -49.1% | -32.5% |
| 1Y | -32.1% | +15.2% | -47.3% | -35.0% |
| 3Y | +33.4% | +24.3% | +9.1% | +21.6% |
| 5Y | -35.6% | +144.7% | -180.3% | -53.2% |
| All | -35.6% | +143.9% | -179.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling