+2,092.0%
TTMI vs HBM
+613.3%
+1,478.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.8% | +9.1% |
| 7D | +5.9% | -6.4% | +12.2% | +7.7% |
| 30D | -4.3% | +5.9% | -10.2% | -6.1% |
| 3M | -32.0% | -8.9% | -23.1% | -30.6% |
| 6M | +19.5% | +10.7% | +8.8% | +15.8% |
| YTD | +82.0% | +38.3% | +43.8% | +65.1% |
| 1Y | +172.6% | +121.3% | +51.3% | +119.2% |
| 3Y | +744.7% | +450.6% | +294.1% | +416.8% |
| 5Y | +805.6% | +338.0% | +467.6% | +448.1% |
| 10Y | +1,057.6% | +578.6% | +479.0% | +392.9% |
| All | +2,092.0% | +613.3% | +1,478.6% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling