-32.9%
HDB vs LTH
+84.0%
-116.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.8% | +4.4% |
| 7D | +12.9% | +9.9% | +3.0% | +11.1% |
| 30D | +10.0% | +18.3% | -8.3% | +6.8% |
| 3M | +1.8% | +5.9% | -4.1% | +0.8% |
| 6M | -2.1% | +80.3% | -82.4% | -12.9% |
| YTD | -33.4% | +78.3% | -111.7% | -39.9% |
| 1Y | -32.9% | +81.0% | -113.9% | -39.6% |
| All | -32.9% | +84.0% | -116.9% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling