+10.7%
TTMI vs HST
+76.4%
-65.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.3% | -11.4% | -10.6% |
| 7D | -19.2% | +3.3% | -22.5% | -20.4% |
| 30D | -44.9% | +16.4% | -61.2% | -48.1% |
| 3M | -44.7% | +5.5% | -50.2% | -46.0% |
| 6M | -53.4% | +31.1% | -84.5% | -60.8% |
| YTD | +6.3% | +55.9% | -49.6% | -16.4% |
| 1Y | +10.7% | +75.6% | -64.9% | -18.3% |
| All | +10.7% | +76.4% | -65.7% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling