+4.7%
HUM vs LTH
+156.3%
-151.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.5% |
| 7D | +2.1% | +1.5% | +0.5% | +2.0% |
| 30D | +4.7% | -3.1% | +7.8% | +4.9% |
| 3M | +13.5% | +28.1% | -14.6% | +11.1% |
| 6M | +126.7% | +67.4% | +59.3% | +116.6% |
| YTD | +58.5% | +59.8% | -1.2% | +52.0% |
| 1Y | +31.7% | +45.6% | -13.9% | +27.0% |
| 3Y | -10.6% | +162.0% | -172.6% | -17.0% |
| All | +4.7% | +156.3% | -151.6% | -1.5% |
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