+158.5%
TRV vs HBM
+336.0%
-177.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +8.1% | +0.8% |
| 7D | -1.5% | -3.7% | +2.3% | -1.4% |
| 30D | -1.8% | -3.7% | +1.9% | -1.7% |
| 3M | +21.6% | +8.0% | +13.6% | +20.9% |
| 6M | +22.5% | +15.8% | +6.7% | +20.7% |
| YTD | +28.1% | +34.4% | -6.2% | +24.6% |
| 1Y | +37.0% | +98.2% | -61.1% | +29.3% |
| 3Y | +141.9% | +476.6% | -334.7% | +103.2% |
| 5Y | +158.5% | +331.1% | -172.6% | +115.0% |
| All | +158.5% | +336.0% | -177.5% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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