+261.0%
HPE vs LTH
+143.1%
+118.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -28.6% | +17.7% | -46.3% | -31.2% |
| 3M | -7.4% | +8.5% | -15.8% | -9.3% |
| 6M | +63.7% | +46.9% | +16.7% | +48.2% |
| YTD | +111.7% | +78.8% | +32.9% | +81.5% |
| 1Y | +123.5% | +84.9% | +38.6% | +89.9% |
| 3Y | +238.7% | +246.4% | -7.7% | +152.9% |
| 5Y | +261.0% | +129.6% | +131.5% | +169.8% |
| All | +261.0% | +143.1% | +118.0% | +169.8% |
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 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