+24.3%
HPQ vs LTH
+174.8%
-150.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.5% |
| 7D | -1.9% | -4.6% | +2.7% | -1.0% |
| 30D | -5.7% | +14.8% | -20.5% | -8.2% |
| 3M | -0.4% | +3.9% | -4.3% | -1.3% |
| 6M | +40.0% | +35.5% | +4.5% | +31.6% |
| YTD | +34.6% | +71.3% | -36.7% | +19.7% |
| 1Y | +20.4% | +75.7% | -55.3% | +6.4% |
| 3Y | +18.3% | +231.9% | -213.6% | -9.5% |
| 5Y | +9.6% | +130.5% | -120.9% | -20.0% |
| All | +24.3% | +174.8% | -150.5% | -10.0% |
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