+172.6%
TTMI vs HST
+38.1%
+134.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +5.9% | -1.0% | +6.9% | +6.3% |
| 30D | -4.3% | -12.3% | +8.0% | +0.9% |
| 3M | -32.0% | -6.4% | -25.7% | -31.8% |
| 6M | +19.5% | +15.0% | +4.5% | +3.6% |
| YTD | +82.0% | +30.5% | +51.5% | +51.0% |
| 1Y | +172.6% | +35.7% | +137.0% | +139.6% |
| All | +172.6% | +38.1% | +134.5% | +139.6% |
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