+12.6%
HD vs TT
-19.6%
+32.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.8% | -1.3% |
| 7D | +6.4% | -9.0% | +15.3% | +7.0% |
| 30D | +22.1% | -17.6% | +39.7% | +23.9% |
| 3M | -0.2% | -18.7% | +18.5% | +1.6% |
| 6M | +12.6% | -17.4% | +30.0% | +12.7% |
| All | +12.6% | -19.6% | +32.2% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling