+1,094.7%
TTMI vs HST
+101.1%
+993.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +7.5% | -0.3% | +7.8% | +7.7% |
| 30D | -4.5% | -2.8% | -1.7% | -3.4% |
| 3M | -28.5% | -6.5% | -22.1% | -26.9% |
| 6M | +28.4% | +20.7% | +7.6% | +16.7% |
| YTD | +80.1% | +30.5% | +49.6% | +57.9% |
| 1Y | +161.0% | +36.8% | +124.3% | +123.4% |
| 3Y | +862.4% | +65.9% | +796.5% | +657.4% |
| 5Y | +812.9% | +73.9% | +739.0% | +593.6% |
| 10Y | +1,094.7% | +107.0% | +987.7% | +723.2% |
| All | +1,094.7% | +101.1% | +993.6% | +723.2% |
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