+376.4%
TTD vs HLT
+568.0%
-191.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | -0.6% | -1.6% | +1.0% | +0.6% |
| 30D | +6.3% | -5.0% | +11.3% | +10.2% |
| 3M | -24.1% | -10.4% | -13.7% | -18.1% |
| 6M | -47.4% | +3.2% | -50.7% | -49.7% |
| YTD | -62.2% | +6.7% | -69.0% | -64.9% |
| 1Y | -68.3% | +10.3% | -78.6% | -71.6% |
| 3Y | -83.4% | +99.3% | -182.8% | -90.6% |
| 5Y | -80.3% | +143.7% | -224.0% | -90.0% |
| All | +376.4% | +568.0% | -191.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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