+54.0%
HST vs LTH
+85.5%
-31.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +0.6% | +6.4% | -5.8% | -0.9% |
| 30D | +14.5% | +16.7% | -2.3% | +10.1% |
| 3M | +15.4% | +11.7% | +3.7% | +12.1% |
| 6M | +22.0% | +48.5% | -26.5% | +10.7% |
| YTD | +54.9% | +78.4% | -23.6% | +31.7% |
| 1Y | +54.0% | +89.7% | -35.7% | +27.6% |
| All | +54.0% | +85.5% | -31.6% | +27.6% |
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