+369.4%
TTMI vs HST
+77.0%
+292.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.9% | +6.9% |
| 7D | -19.8% | -2.7% | -17.1% | -17.9% |
| 30D | -48.1% | +10.7% | -58.8% | -51.2% |
| 3M | -51.2% | +6.3% | -57.5% | -53.0% |
| 6M | -59.6% | +19.0% | -78.6% | -64.9% |
| YTD | -3.6% | +47.0% | -50.6% | -28.3% |
| 1Y | -2.3% | +53.4% | -55.8% | -29.8% |
| 3Y | +369.4% | +78.0% | +291.4% | +190.8% |
| All | +369.4% | +77.0% | +292.3% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling