-25.3%
HDB vs LTH
+142.9%
-168.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +13.3% | +4.5% | +8.9% | +12.6% |
| 30D | +13.6% | +16.3% | -2.8% | +10.9% |
| 3M | +5.8% | +8.4% | -2.6% | +4.3% |
| 6M | -1.9% | +40.3% | -42.2% | -7.1% |
| YTD | -31.2% | +77.3% | -108.5% | -37.3% |
| 1Y | -29.6% | +88.0% | -117.5% | -36.4% |
| 3Y | -10.1% | +274.3% | -284.4% | -28.8% |
| All | -25.3% | +142.9% | -168.2% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling