+48.3%
HUM vs LTH
+38.9%
+9.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.6% |
| 7D | +3.7% | -1.3% | +5.0% | +3.6% |
| 30D | +5.5% | +15.7% | -10.2% | +7.1% |
| 3M | +17.1% | +5.0% | +12.2% | +16.0% |
| 6M | +48.3% | +37.7% | +10.6% | +63.7% |
| All | +48.3% | +38.9% | +9.4% | +63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling