-32.7%
HDB vs LTH
+160.9%
-193.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | -3.5% | +32.8% | -36.3% | -7.7% |
| 6M | -24.7% | +64.6% | -89.3% | -30.5% |
| YTD | -36.6% | +62.6% | -99.2% | -41.4% |
| 1Y | -34.4% | +49.9% | -84.3% | -38.7% |
| 3Y | -24.4% | +151.3% | -175.7% | -36.3% |
| All | -32.7% | +160.9% | -193.6% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling