-70.1%
TTD vs HST
+47.4%
-117.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +5.2% | -2.7% | +7.9% | +6.5% |
| 30D | +6.9% | +10.7% | -3.8% | +3.1% |
| 3M | -26.8% | +6.3% | -33.1% | -28.5% |
| 6M | -46.1% | +19.0% | -65.1% | -47.8% |
| YTD | -65.9% | +47.0% | -113.0% | -68.0% |
| All | -70.1% | +47.4% | -117.5% | -71.8% |
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