+18.9%
HD vs LTH
+183.0%
-164.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +3.6% | +7.0% | -3.4% | +2.2% |
| 30D | +21.6% | +15.4% | +6.1% | +18.0% |
| 3M | +0.1% | +7.0% | -6.9% | -1.5% |
| 6M | +13.0% | +46.9% | -33.9% | +4.1% |
| YTD | +4.9% | +76.4% | -71.5% | -7.4% |
| 1Y | -2.1% | +83.7% | -85.8% | -14.3% |
| 3Y | +32.6% | +248.9% | -216.3% | -0.5% |
| 5Y | +8.2% | +141.8% | -133.6% | -20.3% |
| All | +18.9% | +183.0% | -164.1% | -12.5% |
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