+333.4%
HPE vs LTH
+156.3%
+177.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.1% |
| 7D | +10.1% | +1.5% | +8.6% | +9.7% |
| 30D | +5.3% | -3.1% | +8.3% | +5.9% |
| 3M | +12.7% | +28.1% | -15.4% | +5.8% |
| 6M | +167.7% | +67.4% | +100.3% | +133.9% |
| YTD | +135.5% | +59.8% | +75.7% | +107.8% |
| 1Y | +143.4% | +45.6% | +97.8% | +119.1% |
| 3Y | +249.2% | +162.0% | +87.2% | +176.2% |
| All | +333.4% | +156.3% | +177.0% | +231.3% |
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