+4.4%
HWM vs LTH
+84.0%
-79.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.3% | -10.6% | -5.1% |
| 7D | +9.4% | +9.9% | -0.4% | +7.9% |
| 30D | -7.0% | +18.3% | -25.3% | -9.2% |
| 3M | -25.9% | +5.9% | -31.8% | -26.6% |
| 6M | -10.8% | +80.3% | -91.2% | -18.4% |
| YTD | +4.3% | +78.3% | -74.0% | -5.7% |
| 1Y | +4.4% | +81.0% | -76.6% | -6.2% |
| All | +4.4% | +84.0% | -79.7% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling