+249.3%
HL vs TTD
-80.8%
+330.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.4% | -4.6% | +5.0% | +0.9% |
| 30D | +18.8% | +3.7% | +15.2% | +18.3% |
| 3M | +43.7% | -30.2% | +73.9% | +48.3% |
| 6M | -1.0% | -51.4% | +50.4% | +5.9% |
| YTD | +8.7% | -63.4% | +72.2% | +20.3% |
| 1Y | +105.0% | -73.5% | +178.5% | +135.1% |
| 3Y | +427.3% | -83.5% | +510.7% | +501.2% |
| 5Y | +249.3% | -80.9% | +330.2% | +266.2% |
| All | +249.3% | -80.8% | +330.1% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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