-11.2%
HUM vs LTH
+155.4%
-166.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.2% | -4.0% | +3.8% | +0.1% |
| 30D | +3.7% | -1.7% | +5.4% | +3.8% |
| 3M | +10.4% | +28.0% | -17.6% | +7.5% |
| 6M | +125.7% | +54.1% | +71.7% | +114.6% |
| YTD | +57.3% | +57.1% | +0.3% | +49.2% |
| 1Y | +48.6% | +45.8% | +2.9% | +41.6% |
| All | -11.2% | +155.4% | -166.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling