-4.5%
TT vs HST
+76.4%
-80.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.1% |
| 7D | -8.5% | +3.3% | -11.8% | -9.4% |
| 30D | -12.8% | +16.4% | -29.2% | -16.7% |
| 3M | -12.9% | +5.5% | -18.3% | -14.1% |
| 6M | -15.2% | +31.1% | -46.4% | -23.6% |
| YTD | +6.2% | +55.9% | -49.7% | -10.4% |
| 1Y | -4.5% | +75.6% | -80.1% | -22.8% |
| All | -4.5% | +76.4% | -80.9% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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