+77.6%
HL vs TTMI
+155.3%
-77.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -2.2% |
| 7D | -4.4% | +0.7% | -5.0% | -4.6% |
| 30D | +9.3% | -8.4% | +17.7% | +11.5% |
| 3M | +32.0% | -32.5% | +64.4% | +44.8% |
| 6M | -6.4% | +32.5% | -38.9% | -18.6% |
| YTD | +3.1% | +83.2% | -80.1% | -19.4% |
| 1Y | +77.6% | +161.7% | -84.1% | +18.5% |
| All | +77.6% | +155.3% | -77.8% | +18.5% |
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