+44.2%
HAS vs LTH
+152.2%
-108.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +2.3% | -4.6% | +6.9% | +3.4% |
| 3M | +10.4% | +32.8% | -22.4% | +2.4% |
| 6M | -3.2% | +64.6% | -67.9% | -15.8% |
| YTD | +15.4% | +62.6% | -47.2% | +0.6% |
| 1Y | +18.8% | +49.9% | -31.1% | +5.6% |
| All | +44.2% | +152.2% | -108.0% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling