+102.5%
HIG vs LTH
+155.4%
-52.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -0.5% | -4.0% | +3.5% | -0.1% |
| 30D | -2.8% | -1.7% | -1.2% | -2.7% |
| 3M | +6.3% | +28.0% | -21.6% | +3.9% |
| 6M | -0.1% | +54.1% | -54.2% | -4.4% |
| YTD | +0.4% | +57.1% | -56.6% | -4.3% |
| 1Y | +6.2% | +45.8% | -39.5% | +1.9% |
| All | +102.5% | +155.4% | -52.8% | +90.6% |
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