+65.6%
HAS vs LTH
+183.0%
-117.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +2.2% | +7.0% | -4.8% | +0.5% |
| 30D | +29.6% | +15.4% | +14.1% | +25.2% |
| 3M | +30.3% | +7.0% | +23.2% | +27.9% |
| 6M | +25.6% | +46.9% | -21.2% | +14.3% |
| YTD | +50.8% | +76.4% | -25.6% | +30.7% |
| 1Y | +63.0% | +83.7% | -20.7% | +39.8% |
| 3Y | +211.6% | +248.9% | -37.3% | +127.3% |
| 5Y | +50.4% | +141.8% | -91.4% | +8.6% |
| All | +65.6% | +183.0% | -117.4% | +17.3% |
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