+464.6%
TTD vs HST
+142.8%
+321.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +5.2% | -2.7% | +7.9% | +6.7% |
| 30D | +6.9% | +10.7% | -3.8% | +1.6% |
| 3M | -26.8% | +6.3% | -33.1% | -29.0% |
| 6M | -46.1% | +19.0% | -65.1% | -50.7% |
| YTD | -65.9% | +47.0% | -113.0% | -72.3% |
| 1Y | -71.8% | +53.4% | -125.3% | -77.7% |
| 3Y | -83.3% | +78.0% | -161.3% | -87.9% |
| 5Y | -81.1% | +71.7% | -152.8% | -85.8% |
| All | +464.6% | +142.8% | +321.8% | +292.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling