+8.0%
HD vs LTH
+160.9%
-152.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.1% | -0.6% | -1.4% | -2.0% |
| 30D | -8.4% | -4.6% | -3.8% | -7.6% |
| 3M | +4.3% | +32.8% | -28.5% | -1.7% |
| 6M | -11.1% | +64.6% | -75.8% | -20.2% |
| YTD | -4.7% | +62.6% | -67.3% | -14.4% |
| 1Y | -19.8% | +49.9% | -69.8% | -26.9% |
| 3Y | +4.1% | +151.3% | -147.2% | -16.9% |
| All | +8.0% | +160.9% | -152.9% | -19.1% |
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