+108.7%
HIG vs LTH
+150.3%
-41.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.3% | -3.7% | +1.5% | -1.8% |
| 30D | -1.2% | -5.3% | +4.1% | -0.6% |
| 3M | +6.3% | +24.2% | -17.9% | +3.4% |
| 6M | +0.6% | +54.8% | -54.2% | -5.3% |
| YTD | +0.6% | +56.1% | -55.4% | -5.5% |
| 1Y | +6.1% | +45.5% | -39.4% | +0.4% |
| 3Y | +102.0% | +155.9% | -53.9% | +75.5% |
| All | +108.7% | +150.3% | -41.7% | +77.7% |
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