+62.8%
HAS vs LTH
+184.4%
-121.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.2% | +4.5% | -4.6% | -1.2% |
| 30D | +31.0% | +16.3% | +14.7% | +26.4% |
| 3M | +30.7% | +8.4% | +22.3% | +28.0% |
| 6M | +23.9% | +40.3% | -16.4% | +14.0% |
| YTD | +48.3% | +77.3% | -29.0% | +28.4% |
| 1Y | +60.2% | +88.0% | -27.7% | +36.7% |
| 3Y | +189.2% | +274.3% | -85.0% | +107.7% |
| 5Y | +50.4% | +142.9% | -92.5% | +8.5% |
| All | +62.8% | +184.4% | -121.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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