-56.1%
TTMI vs HBM
-22.0%
-34.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.1% |
| 7D | +11.4% | +2.2% | +9.1% | +10.1% |
| 30D | -28.3% | -11.8% | -16.5% | -20.3% |
| 3M | -46.7% | -19.2% | -27.5% | -38.3% |
| 6M | -56.1% | -22.9% | -33.2% | -50.4% |
| All | -56.1% | -22.0% | -34.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 6mo: compounded portfolio wealth divided by compounded HBM 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…
6mo analysis · Full analysis span regression · 6 months rolling