+118.7%
HLT vs LTH
+156.3%
-37.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -4.1% | -3.1% | -1.0% | -3.4% |
| 3M | -10.6% | +28.1% | -38.7% | -16.0% |
| 6M | +2.0% | +67.4% | -65.4% | -10.9% |
| YTD | +6.1% | +59.8% | -53.6% | -6.4% |
| 1Y | +9.8% | +45.6% | -35.8% | -1.1% |
| 3Y | +99.0% | +162.0% | -63.0% | +52.2% |
| All | +118.7% | +156.3% | -37.6% | +58.4% |
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