+365.8%
TTD vs HLT
+564.2%
-198.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.2% |
| 7D | +1.7% | -2.4% | +4.2% | +3.7% |
| 30D | +1.6% | -4.1% | +5.7% | +4.6% |
| 3M | -27.8% | -10.6% | -17.3% | -21.9% |
| 6M | -52.1% | +2.0% | -54.2% | -53.8% |
| YTD | -63.1% | +6.1% | -69.2% | -65.5% |
| 1Y | -73.1% | +9.8% | -82.9% | -75.8% |
| 3Y | -83.3% | +99.0% | -182.3% | -90.5% |
| 5Y | -80.6% | +151.5% | -232.1% | -90.4% |
| All | +365.8% | +564.2% | -198.5% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling