-91.2%
HTZ vs LTH
+160.9%
-252.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +7.5% | -0.6% | +8.1% | +7.6% |
| 30D | +47.4% | -4.6% | +52.0% | +49.2% |
| 3M | -54.9% | +32.8% | -87.7% | -60.3% |
| 6M | -47.0% | +64.6% | -111.6% | -57.3% |
| YTD | -55.3% | +62.6% | -117.9% | -63.8% |
| 1Y | -57.6% | +49.9% | -107.6% | -64.7% |
| 3Y | -86.6% | +151.3% | -237.9% | -91.4% |
| All | -91.2% | +160.9% | -252.0% | -94.6% |
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 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