-2.2%
TT vs HST
+55.2%
-57.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.6% | +2.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -11.8% | +14.5% | -26.3% | -15.8% |
| 3M | -11.6% | +15.4% | -27.0% | -15.9% |
| 6M | -9.3% | +22.0% | -31.3% | -16.8% |
| YTD | +8.9% | +54.9% | -46.0% | -11.9% |
| 1Y | -2.2% | +54.0% | -56.2% | -21.0% |
| All | -2.2% | +55.2% | -57.5% | -21.0% |
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