+19.4%
HL vs TTMI
-5.9%
+25.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.2% | +11.9% | +0.4% |
| 7D | 0.0% | -29.0% | +29.0% | +8.1% |
| 30D | -15.5% | -53.1% | +37.6% | +0.7% |
| 3M | -12.6% | -52.6% | +40.0% | +2.8% |
| 6M | -15.2% | -61.0% | +45.8% | +3.3% |
| YTD | -24.7% | -9.8% | -14.8% | -29.4% |
| 1Y | +19.4% | -11.2% | +30.6% | +12.8% |
| All | +19.4% | -5.9% | +25.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling