+359.5%
HBM vs LTH
+156.3%
+203.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.5% | +6.2% |
| 7D | +7.4% | +1.5% | +5.8% | +6.9% |
| 30D | +5.1% | -3.1% | +8.1% | +5.7% |
| 3M | +11.1% | +28.1% | -17.0% | +3.7% |
| 6M | +30.2% | +67.4% | -37.2% | +13.5% |
| YTD | +46.2% | +59.8% | -13.6% | +28.5% |
| 1Y | +120.0% | +45.6% | +74.5% | +97.1% |
| 3Y | +527.4% | +162.0% | +365.4% | +377.4% |
| All | +359.5% | +156.3% | +203.2% | +236.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling