-72.2%
TTD vs HST
+38.1%
-110.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | +6.3% | -1.0% | +7.4% | +6.5% |
| 30D | -23.9% | -12.3% | -11.6% | -21.9% |
| 3M | -31.4% | -6.4% | -25.0% | -29.9% |
| 6M | -42.7% | +15.0% | -57.7% | -41.6% |
| YTD | -62.0% | +30.5% | -92.5% | -60.9% |
| 1Y | -72.2% | +35.7% | -107.9% | -73.3% |
| All | -72.2% | +38.1% | -110.3% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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