+99.3%
HLT vs TD
+127.3%
-28.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -5.0% | -1.9% | -3.1% | -4.4% |
| 3M | -10.4% | +4.8% | -15.1% | -12.3% |
| 6M | +3.2% | +28.0% | -24.7% | -7.1% |
| YTD | +6.7% | +30.3% | -23.6% | -4.7% |
| 1Y | +10.3% | +59.8% | -49.5% | -9.4% |
| 3Y | +99.3% | +124.7% | -25.4% | +41.6% |
| All | +99.3% | +127.3% | -28.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling