+20.0%
HPQ vs LTH
+45.9%
-25.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.0% |
| 7D | +2.2% | -4.0% | +6.2% | +2.5% |
| 30D | +9.7% | -1.7% | +11.4% | +9.7% |
| 3M | +32.7% | +28.0% | +4.7% | +32.6% |
| 6M | +77.7% | +54.1% | +23.6% | +71.2% |
| YTD | +51.0% | +57.1% | -6.1% | +46.3% |
| All | +20.0% | +45.9% | -25.9% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling