-25.1%
HDB vs LTH
+183.0%
-208.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | +13.7% | +7.0% | +6.7% | +12.6% |
| 30D | +15.8% | +15.4% | +0.4% | +13.3% |
| 3M | +9.2% | +7.0% | +2.2% | +8.0% |
| 6M | +3.2% | +46.9% | -43.7% | -2.9% |
| YTD | -29.4% | +76.4% | -105.8% | -35.6% |
| 1Y | -27.9% | +83.7% | -111.7% | -34.7% |
| 3Y | -5.9% | +248.9% | -254.8% | -24.4% |
| 5Y | -23.5% | +141.8% | -165.3% | -40.1% |
| All | -25.1% | +183.0% | -208.0% | -41.8% |
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