+33,950.9%
HD vs TT
+14,127.6%
+19,823.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.8% | +0.2% |
| 7D | +6.4% | -9.0% | +15.3% | +10.2% |
| 30D | +22.1% | -17.6% | +39.7% | +31.0% |
| 3M | -0.2% | -18.7% | +18.5% | +7.6% |
| 6M | +12.6% | -17.4% | +30.0% | +20.0% |
| YTD | +3.9% | +1.5% | +2.4% | +1.5% |
| 1Y | -3.7% | -9.4% | +5.6% | -1.7% |
| 3Y | +27.9% | +85.1% | -57.2% | -3.8% |
| 5Y | +7.8% | +125.7% | -117.9% | -26.0% |
| 10Y | +269.4% | +757.3% | -488.0% | +47.8% |
| All | +33,950.9% | +14,127.6% | +19,823.4% | +3,824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling