+208.5%
HD vs TT
+912.5%
-704.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.0% |
| 30D | -8.4% | -7.2% | -1.3% | -5.2% |
| 3M | +4.3% | -3.0% | +7.3% | +5.3% |
| 6M | -11.1% | +1.4% | -12.5% | -12.5% |
| YTD | -4.7% | +15.9% | -20.6% | -12.4% |
| 1Y | -19.8% | +9.4% | -29.2% | -24.6% |
| 3Y | +4.1% | +124.4% | -120.3% | -34.5% |
| 5Y | +10.3% | +138.0% | -127.7% | -34.3% |
| All | +208.5% | +912.5% | -704.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling