+71.6%
HST vs LTH
+142.9%
-71.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.7% | +4.5% | -7.2% | -3.9% |
| 30D | +10.7% | +16.3% | -5.6% | +6.1% |
| 3M | +6.3% | +8.4% | -2.1% | +3.7% |
| 6M | +19.0% | +40.3% | -21.3% | +8.0% |
| YTD | +47.0% | +77.3% | -30.2% | +24.4% |
| 1Y | +53.4% | +88.0% | -34.5% | +27.7% |
| 3Y | +78.0% | +274.3% | -196.3% | +19.6% |
| All | +71.6% | +142.9% | -71.3% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling