+257.9%
HD vs TT
+782.6%
-524.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +0.8% |
| 7D | +3.6% | +1.7% | +1.8% | +2.6% |
| 30D | +21.6% | -11.8% | +33.4% | +27.9% |
| 3M | +0.1% | -12.6% | +12.7% | +5.6% |
| 6M | +13.0% | -9.4% | +22.4% | +16.4% |
| YTD | +4.9% | +8.8% | -3.9% | -1.6% |
| 1Y | -2.1% | -2.5% | +0.5% | -3.3% |
| 3Y | +32.6% | +95.7% | -63.1% | -11.1% |
| 5Y | +8.2% | +135.7% | -127.5% | -36.0% |
| 10Y | +257.9% | +750.6% | -492.7% | +14.8% |
| All | +257.9% | +782.6% | -524.7% | +14.8% |
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