+334.6%
HBM vs LTH
+160.9%
+173.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -6.4% | -0.6% | -5.7% | -6.2% |
| 30D | +5.9% | -4.6% | +10.5% | +7.0% |
| 3M | -8.9% | +32.8% | -41.7% | -15.7% |
| 6M | +10.7% | +64.6% | -54.0% | -3.1% |
| YTD | +38.3% | +62.6% | -24.4% | +21.0% |
| 1Y | +121.3% | +49.9% | +71.4% | +96.9% |
| 3Y | +450.6% | +151.3% | +299.2% | +323.5% |
| All | +334.6% | +160.9% | +173.7% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling