-80.8%
TTD vs HST
+74.0%
-154.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.6% |
| 7D | +6.3% | -1.0% | +7.4% | +7.2% |
| 30D | -23.9% | -12.3% | -11.6% | -15.9% |
| 3M | -31.4% | -6.4% | -25.0% | -27.9% |
| 6M | -42.7% | +15.0% | -57.7% | -49.2% |
| YTD | -62.0% | +30.5% | -92.5% | -69.7% |
| 1Y | -72.2% | +35.7% | -107.9% | -78.9% |
| 3Y | -81.9% | +68.4% | -150.3% | -89.2% |
| All | -80.8% | +74.0% | -154.8% | -88.4% |
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