+10.8%
HD vs TT
+140.2%
-129.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -8.4% | -7.4% | -1.0% | -5.5% |
| 3M | +4.3% | -3.2% | +7.5% | +5.2% |
| 6M | -11.1% | +1.1% | -12.2% | -12.3% |
| YTD | -4.7% | +15.6% | -20.3% | -11.5% |
| 1Y | -19.8% | +9.2% | -29.0% | -24.0% |
| 3Y | +4.1% | +124.4% | -120.3% | -33.8% |
| All | +10.8% | +140.2% | -129.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling