+3,128.7%
TRMB vs HRB
+2,903.1%
+225.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +4.1% | -7.8% | +11.9% | +6.5% |
| 30D | -7.0% | +15.7% | -22.7% | -11.4% |
| 3M | -0.9% | -5.5% | +4.6% | 0.0% |
| 6M | -1.2% | +41.1% | -42.3% | -12.3% |
| YTD | -28.7% | +20.4% | -49.1% | -34.7% |
| 1Y | -32.1% | +15.2% | -47.3% | -37.0% |
| 3Y | +33.4% | +24.3% | +9.1% | +18.4% |
| 5Y | -35.6% | +144.7% | -180.3% | -54.6% |
| 10Y | +103.8% | +227.8% | -124.0% | +21.0% |
| All | +3,128.7% | +2,903.1% | +225.7% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling