+74.0%
HCA vs LTH
+160.9%
-86.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | -0.6% | -2.4% | -3.0% |
| 30D | -1.1% | -4.6% | +3.5% | -0.5% |
| 3M | +12.2% | +32.8% | -20.7% | +7.1% |
| 6M | -25.3% | +64.6% | -90.0% | -31.4% |
| YTD | -12.9% | +62.6% | -75.6% | -20.2% |
| 1Y | -0.9% | +49.9% | -50.9% | -8.0% |
| 3Y | +47.6% | +151.3% | -103.7% | +22.2% |
| All | +74.0% | +160.9% | -86.9% | +32.9% |
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