-72.0%
TTD vs HCA
+11.2%
-83.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.5% | +2.7% |
| 7D | +3.7% | +10.2% | -6.6% | +3.5% |
| 30D | +10.4% | +17.4% | -7.0% | +10.7% |
| 3M | -31.6% | +27.7% | -59.3% | -31.2% |
| 6M | -45.1% | +20.0% | -65.1% | -46.1% |
| YTD | -65.1% | +10.0% | -75.1% | -66.7% |
| 1Y | -72.0% | +9.0% | -81.0% | -73.3% |
| All | -72.0% | +11.2% | -83.2% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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