+51.5%
HAS vs LTH
+145.7%
-94.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +3.3% | +6.4% | -3.1% | +1.8% |
| 30D | +30.5% | +16.7% | +13.8% | +25.8% |
| 3M | +29.9% | +11.7% | +18.2% | +26.3% |
| 6M | +26.5% | +48.5% | -22.0% | +14.8% |
| YTD | +51.9% | +78.4% | -26.5% | +31.3% |
| 1Y | +60.9% | +89.7% | -28.8% | +37.0% |
| 3Y | +215.0% | +245.6% | -30.6% | +130.2% |
| 5Y | +51.5% | +142.7% | -91.2% | +9.0% |
| All | +51.5% | +145.7% | -94.2% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling