+70.1%
HST vs LTH
+156.3%
-86.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.6% |
| 7D | +2.0% | +1.5% | +0.5% | +1.6% |
| 30D | -5.2% | -3.1% | -2.2% | -4.5% |
| 3M | -6.2% | +28.1% | -34.4% | -12.3% |
| 6M | +20.4% | +67.4% | -47.0% | +4.1% |
| YTD | +30.6% | +59.8% | -29.2% | +14.2% |
| 1Y | +37.4% | +45.6% | -8.2% | +22.8% |
| 3Y | +66.1% | +162.0% | -95.9% | +23.1% |
| All | +70.1% | +156.3% | -86.2% | +21.8% |
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 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