+843.5%
TTMI vs HST
+72.4%
+771.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +12.2% | +2.0% | +10.2% | +10.9% |
| 30D | -5.7% | -5.2% | -0.5% | -2.9% |
| 3M | -27.5% | -6.2% | -21.3% | -25.6% |
| 6M | +47.1% | +20.4% | +26.7% | +29.7% |
| YTD | +87.5% | +30.6% | +56.8% | +57.6% |
| 1Y | +175.2% | +37.4% | +137.9% | +123.7% |
| 3Y | +901.9% | +66.1% | +835.8% | +627.6% |
| 5Y | +843.5% | +73.7% | +769.8% | +590.3% |
| All | +843.5% | +72.4% | +771.0% | +590.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling