+443.1%
TTMI vs HST
+391.1%
+52.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +5.9% | -1.0% | +6.9% | +6.4% |
| 30D | -4.3% | -12.3% | +8.0% | +1.2% |
| 3M | -32.0% | -6.4% | -25.7% | -30.5% |
| 6M | +19.5% | +15.0% | +4.5% | +11.5% |
| YTD | +82.0% | +30.5% | +51.5% | +59.9% |
| 1Y | +172.6% | +35.7% | +137.0% | +134.6% |
| 3Y | +744.7% | +68.4% | +676.3% | +559.9% |
| 5Y | +805.6% | +73.1% | +732.4% | +581.7% |
| 10Y | +1,057.6% | +92.7% | +964.9% | +646.0% |
| All | +443.1% | +391.1% | +52.0% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling