+125.5%
HL vs TTD
+445.4%
-319.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.0% |
| 7D | -11.1% | +21.3% | -32.4% | -13.2% |
| 30D | -12.1% | +28.7% | -40.8% | -14.7% |
| 3M | -26.1% | +7.7% | -33.8% | -26.9% |
| 6M | -37.7% | -23.5% | -14.3% | -36.6% |
| YTD | -31.7% | -58.7% | +27.0% | -25.7% |
| 1Y | -11.6% | -63.4% | +51.8% | -2.4% |
| 3Y | +249.6% | -75.3% | +324.9% | +283.7% |
| 5Y | +108.5% | -84.4% | +192.9% | +128.3% |
| 10Y | +127.0% | +516.1% | -389.1% | +86.8% |
| All | +125.5% | +445.4% | -319.9% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling