-73.2%
HTZ vs LTH
+83.0%
-156.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.8% | -21.6% | -21.0% |
| 7D | -7.7% | +5.3% | -13.0% | -9.3% |
| 30D | -13.1% | +18.3% | -31.4% | -17.4% |
| 3M | +14.7% | +5.4% | +9.4% | +12.3% |
| 6M | -70.6% | +62.5% | -133.1% | -77.7% |
| YTD | -65.2% | +79.6% | -144.8% | -75.8% |
| 1Y | -73.2% | +88.1% | -161.3% | -82.4% |
| All | -73.2% | +83.0% | -156.2% | -82.4% |
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