+379.4%
TTD vs HST
+108.9%
+270.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +6.3% | -1.0% | +7.4% | +6.9% |
| 30D | -23.9% | -12.3% | -11.6% | -18.6% |
| 3M | -31.4% | -6.4% | -25.0% | -29.0% |
| 6M | -42.7% | +15.0% | -57.7% | -46.9% |
| YTD | -62.0% | +30.5% | -92.5% | -67.1% |
| 1Y | -72.2% | +35.7% | -107.9% | -76.6% |
| 3Y | -81.9% | +68.4% | -150.3% | -86.5% |
| 5Y | -81.5% | +73.1% | -154.7% | -85.9% |
| All | +379.4% | +108.9% | +270.5% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling