+269.4%
HPE vs LTH
+155.4%
+114.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.5% |
| 7D | +13.6% | -4.0% | +17.6% | +14.7% |
| 30D | +7.7% | -1.7% | +9.4% | +8.0% |
| 3M | +22.4% | +28.0% | -5.6% | +13.1% |
| 6M | +172.6% | +54.1% | +118.5% | +135.6% |
| YTD | +147.5% | +57.1% | +90.4% | +112.1% |
| 1Y | +151.8% | +45.8% | +106.0% | +120.3% |
| All | +269.4% | +155.4% | +114.0% | +189.9% |
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