+4.1%
HUM vs LTH
+150.3%
-146.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.4% | -3.7% | +2.3% | -1.1% |
| 30D | +7.5% | -5.3% | +12.8% | +7.9% |
| 3M | +10.2% | +24.2% | -14.0% | +8.2% |
| 6M | +132.5% | +54.8% | +77.7% | +123.6% |
| YTD | +57.6% | +56.1% | +1.6% | +51.4% |
| 1Y | +48.6% | +45.5% | +3.0% | +43.3% |
| 3Y | -11.2% | +155.9% | -167.0% | -17.3% |
| All | +4.1% | +150.3% | -146.2% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling