+380.2%
HPE vs LTH
+150.5%
+229.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | -4.0% | +23.4% | +20.4% |
| 30D | +5.6% | -5.3% | +10.9% | +6.8% |
| 3M | +33.1% | +19.0% | +14.0% | +27.0% |
| 6M | +192.5% | +55.8% | +136.7% | +159.9% |
| YTD | +160.9% | +56.1% | +104.8% | +131.4% |
| 1Y | +155.0% | +41.3% | +113.7% | +131.0% |
| 3Y | +289.4% | +156.6% | +132.8% | +209.4% |
| All | +380.2% | +150.5% | +229.8% | +269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling