+376.4%
TTD vs HCA
+514.9%
-138.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.1% |
| 7D | -0.6% | +5.4% | -6.0% | -2.7% |
| 30D | +6.3% | +3.0% | +3.3% | +4.8% |
| 3M | -24.1% | +13.0% | -37.1% | -28.3% |
| 6M | -47.4% | -20.3% | -27.2% | -43.1% |
| YTD | -62.2% | -8.2% | -54.0% | -61.8% |
| 1Y | -68.3% | +6.7% | -75.0% | -70.1% |
| 3Y | -83.4% | +60.4% | -143.8% | -87.7% |
| 5Y | -80.3% | +73.4% | -153.7% | -86.2% |
| All | +376.4% | +514.9% | -138.5% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling