+1,192.8%
TTMI vs HBM
+456.2%
+736.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | +11.4% | +2.2% | +9.1% | +10.9% |
| 30D | -28.3% | -11.8% | -16.5% | -24.9% |
| 3M | -46.7% | -19.2% | -27.5% | -42.9% |
| 6M | -56.1% | -22.9% | -33.2% | -52.6% |
| YTD | +7.4% | +7.8% | -0.4% | +5.6% |
| 1Y | +17.4% | +34.9% | -17.5% | +9.0% |
| 3Y | +429.1% | +422.2% | +6.9% | +234.9% |
| 5Y | +418.8% | +192.8% | +225.9% | +256.2% |
| 10Y | +411.2% | +281.1% | +130.1% | +160.5% |
| All | +1,192.8% | +456.2% | +736.7% | +348.0% |
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