+12.1%
HLT vs TTMI
+171.3%
-159.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.9% | -1.4% |
| 7D | -3.3% | +5.9% | -9.2% | -3.6% |
| 30D | -4.1% | -4.3% | +0.2% | -4.0% |
| 3M | -7.9% | -32.0% | +24.1% | -6.7% |
| 6M | +2.2% | +19.5% | -17.3% | 0.0% |
| YTD | +8.5% | +82.0% | -73.5% | +6.7% |
| 1Y | +12.1% | +172.6% | -160.5% | +14.5% |
| All | +12.1% | +171.3% | -159.1% | +14.5% |
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