-85.1%
TTD vs HST
+82.3%
-167.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +21.3% | +3.6% | +17.7% | +18.3% |
| 30D | +28.7% | +11.2% | +17.5% | +18.8% |
| 3M | +7.7% | +13.1% | -5.4% | -2.0% |
| 6M | -23.5% | +23.9% | -47.4% | -35.4% |
| YTD | -58.7% | +52.3% | -111.0% | -70.9% |
| 1Y | -63.4% | +56.7% | -120.1% | -74.9% |
| 3Y | -75.3% | +87.5% | -162.8% | -86.3% |
| All | -85.1% | +82.3% | -167.4% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling