+527.9%
TTD vs HST
+143.8%
+384.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | +20.8% | -1.3% | +22.0% | +21.7% |
| 30D | +33.8% | +13.4% | +20.5% | +25.8% |
| 3M | +17.8% | +16.7% | +1.1% | +9.1% |
| 6M | -25.7% | +24.0% | -49.8% | -33.4% |
| YTD | -57.9% | +54.0% | -111.9% | -66.5% |
| 1Y | -63.8% | +55.0% | -118.9% | -71.4% |
| 3Y | -75.0% | +89.3% | -164.4% | -82.4% |
| 5Y | -82.5% | +85.4% | -168.0% | -87.3% |
| 10Y | +527.9% | +137.1% | +390.8% | +346.2% |
| All | +527.9% | +143.8% | +384.1% | +346.2% |
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