+101.7%
HST vs LTH
+186.2%
-84.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +0.6% | +6.4% | -5.8% | -1.1% |
| 30D | +14.5% | +16.7% | -2.3% | +9.8% |
| 3M | +15.4% | +11.7% | +3.7% | +11.8% |
| 6M | +22.0% | +48.5% | -26.5% | +9.4% |
| YTD | +54.9% | +78.4% | -23.6% | +31.2% |
| 1Y | +54.0% | +89.7% | -35.7% | +28.3% |
| 3Y | +90.4% | +245.6% | -155.2% | +32.0% |
| 5Y | +84.2% | +142.7% | -58.5% | +27.1% |
| All | +101.7% | +186.2% | -84.5% | +39.9% |
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 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