+320.2%
HBM vs LTH
+150.5%
+169.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.3% | -4.0% | +0.7% | -2.3% |
| 30D | -4.8% | -5.3% | +0.5% | -3.6% |
| 3M | -0.4% | +19.0% | -19.4% | -5.3% |
| 6M | +17.9% | +55.8% | -37.9% | +4.6% |
| YTD | +33.7% | +56.1% | -22.4% | +18.2% |
| 1Y | +95.6% | +41.3% | +54.3% | +76.6% |
| 3Y | +458.1% | +156.6% | +301.5% | +326.9% |
| All | +320.2% | +150.5% | +169.8% | +209.6% |
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 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