+111.1%
HIG vs LTH
+160.9%
-49.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.3% | -0.6% | +1.0% | +0.4% |
| 30D | -3.2% | -4.6% | +1.4% | -2.7% |
| 3M | +9.1% | +32.8% | -23.7% | +5.2% |
| 6M | -1.8% | +64.6% | -66.4% | -8.2% |
| YTD | +1.8% | +62.6% | -60.9% | -4.9% |
| 1Y | +4.6% | +49.9% | -45.4% | -1.4% |
| 3Y | +101.6% | +151.3% | -49.7% | +75.8% |
| All | +111.1% | +160.9% | -49.8% | +78.8% |
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