+6.7%
HD vs TT
+131.0%
-124.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.7% |
| 7D | +1.5% | +4.0% | -2.5% | 0.0% |
| 30D | +18.0% | -11.3% | +29.3% | +23.0% |
| 3M | +2.8% | -12.3% | +15.1% | +7.5% |
| 6M | +17.0% | -10.8% | +27.8% | +20.9% |
| YTD | +3.5% | +8.2% | -4.6% | -2.3% |
| 1Y | -2.6% | +1.5% | -4.1% | -5.5% |
| 3Y | +30.7% | +91.5% | -60.7% | -11.6% |
| All | +6.7% | +131.0% | -124.4% | -37.9% |
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