+100.5%
HST vs LTH
+186.8%
-86.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +13.4% | +17.7% | -4.3% | +8.5% |
| 3M | +16.7% | +8.5% | +8.2% | +13.9% |
| 6M | +24.0% | +46.9% | -22.9% | +11.5% |
| YTD | +54.0% | +78.8% | -24.8% | +30.4% |
| 1Y | +55.0% | +84.9% | -29.9% | +30.1% |
| 3Y | +89.3% | +246.4% | -157.0% | +31.2% |
| 5Y | +85.4% | +129.6% | -44.1% | +27.4% |
| All | +100.5% | +186.8% | -86.3% | +39.0% |
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