+8.2%
TTMI vs HST
+53.7%
-45.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +22.6% | +3.6% | +19.0% | +19.9% |
| 30D | -34.3% | +9.9% | -44.2% | -36.6% |
| 3M | -44.8% | +12.9% | -57.7% | -47.6% |
| 6M | -53.3% | +22.9% | -76.2% | -60.1% |
| YTD | +10.6% | +52.4% | -41.9% | -18.1% |
| 1Y | +8.2% | +52.5% | -44.3% | -20.1% |
| All | +8.2% | +53.7% | -45.5% | -20.1% |
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