+3,299.3%
TRMB vs HRB
+2,616.6%
+682.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +0.8% |
| 7D | -0.3% | -9.1% | +8.8% | +2.5% |
| 30D | -1.2% | +0.3% | -1.5% | -2.0% |
| 3M | +9.6% | +23.4% | -13.8% | +2.1% |
| 6M | -16.1% | +45.1% | -61.3% | -26.6% |
| YTD | -25.0% | +8.9% | -33.9% | -28.7% |
| 1Y | -27.7% | -7.9% | -19.8% | -28.0% |
| 3Y | +15.3% | +27.9% | -12.6% | +1.9% |
| 5Y | -37.4% | +108.3% | -145.7% | -53.5% |
| 10Y | +117.5% | +208.4% | -91.0% | +32.2% |
| All | +3,299.3% | +2,616.6% | +682.8% | +623.4% |
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