+70.0%
HST vs LTH
+160.9%
-90.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -12.3% | -4.6% | -7.7% | -11.2% |
| 3M | -6.4% | +32.8% | -39.2% | -13.2% |
| 6M | +15.0% | +64.6% | -49.6% | -0.1% |
| YTD | +30.5% | +62.6% | -32.1% | +13.6% |
| 1Y | +35.7% | +49.9% | -14.3% | +20.3% |
| 3Y | +68.4% | +151.3% | -83.0% | +26.3% |
| All | +70.0% | +160.9% | -90.9% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling