+385.5%
TTMI vs HST
+138.5%
+247.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.9% | +6.9% |
| 7D | -19.8% | -2.7% | -17.1% | -18.6% |
| 30D | -48.1% | +10.7% | -58.8% | -50.3% |
| 3M | -51.2% | +6.3% | -57.5% | -52.5% |
| 6M | -59.6% | +19.0% | -78.6% | -63.0% |
| YTD | -3.6% | +47.0% | -50.6% | -19.8% |
| 1Y | -2.3% | +53.4% | -55.8% | -20.4% |
| 3Y | +369.4% | +78.0% | +291.4% | +257.2% |
| 5Y | +365.4% | +71.7% | +293.7% | +253.2% |
| All | +385.5% | +138.5% | +247.0% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling