+247.2%
HD vs TT
+744.7%
-497.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +5.2% | +0.8% | +4.4% | +4.7% |
| 30D | +20.7% | -11.8% | +32.5% | +26.9% |
| 3M | +0.8% | -11.6% | +12.4% | +5.7% |
| 6M | +12.2% | -9.3% | +21.5% | +15.5% |
| YTD | +4.2% | +8.9% | -4.7% | -2.3% |
| 1Y | -2.6% | -2.2% | -0.3% | -3.9% |
| 3Y | +30.0% | +91.9% | -61.9% | -11.9% |
| 5Y | +8.1% | +136.0% | -127.9% | -36.1% |
| 10Y | +247.2% | +734.7% | -487.6% | +13.7% |
| All | +247.2% | +744.7% | -497.5% | +13.7% |
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