+5.8%
HD vs TT
+129.2%
-123.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.8% |
| 7D | +4.3% | -2.0% | +6.3% | +5.0% |
| 30D | +20.2% | -14.0% | +34.2% | +26.8% |
| 3M | -1.0% | -15.9% | +14.9% | +5.3% |
| 6M | +7.9% | -17.3% | +25.2% | +14.9% |
| YTD | +2.0% | +4.0% | -2.0% | -2.2% |
| 1Y | -4.3% | -7.1% | +2.8% | -3.6% |
| 3Y | +25.9% | +90.2% | -64.3% | -15.1% |
| All | +5.8% | +129.2% | -123.5% | -38.2% |
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