-93.1%
HTZ vs LTH
+188.2%
-281.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.8% | -21.6% | -21.1% |
| 7D | -7.7% | +5.3% | -13.0% | -9.4% |
| 30D | -13.1% | +18.3% | -31.4% | -18.3% |
| 3M | +14.7% | +5.4% | +9.4% | +11.8% |
| 6M | -70.6% | +62.5% | -133.1% | -76.2% |
| YTD | -65.2% | +79.6% | -144.8% | -72.9% |
| 1Y | -73.2% | +88.1% | -161.3% | -79.5% |
| 3Y | -80.8% | +272.5% | -353.3% | -89.2% |
| 5Y | -94.8% | +146.1% | -240.9% | -97.0% |
| All | -93.1% | +188.2% | -281.3% | -96.0% |
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