-24.8%
HDB vs LTH
+157.9%
-182.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | -0.6% | +1.1% | +0.5% |
| 30D | -2.8% | -4.6% | +1.8% | -2.3% |
| 3M | -3.5% | +32.8% | -36.3% | -7.1% |
| 6M | -24.7% | +64.6% | -89.3% | -29.5% |
| YTD | -36.6% | +62.6% | -99.2% | -40.6% |
| 1Y | -34.4% | +49.9% | -84.3% | -38.0% |
| All | -24.8% | +157.9% | -182.8% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling