-80.8%
TTD vs HCA
+69.0%
-149.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -7.4% | +2.9% | -10.4% | -8.3% |
| 30D | +3.0% | +2.4% | +0.6% | +2.0% |
| 3M | -27.6% | +13.0% | -40.6% | -30.8% |
| 6M | -49.5% | -21.4% | -28.1% | -45.8% |
| YTD | -63.2% | -9.5% | -53.7% | -62.8% |
| 1Y | -69.7% | +7.5% | -77.3% | -71.6% |
| 3Y | -83.3% | +57.6% | -140.9% | -87.8% |
| 5Y | -80.8% | +71.1% | -151.9% | -87.4% |
| All | -80.8% | +69.0% | -149.8% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling