-36.9%
HDB vs LTH
+43.6%
-80.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -4.9% | -4.0% | -0.9% | -4.2% |
| 30D | -5.8% | -1.7% | -4.2% | -5.6% |
| 3M | -5.2% | +28.0% | -33.2% | -9.1% |
| 6M | -25.7% | +54.1% | -79.8% | -31.1% |
| YTD | -39.6% | +57.1% | -96.6% | -43.6% |
| 1Y | -36.9% | +45.8% | -82.7% | -42.0% |
| All | -36.9% | +43.6% | -80.5% | -42.0% |
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