+549.7%
HWM vs LTH
+184.4%
+365.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.8% |
| 7D | +3.3% | +4.5% | -1.2% | +2.0% |
| 30D | -7.6% | +16.3% | -24.0% | -11.2% |
| 3M | -28.9% | +8.4% | -37.3% | -30.5% |
| 6M | -19.7% | +40.3% | -59.9% | -26.7% |
| YTD | +0.5% | +77.3% | -76.7% | -14.2% |
| 1Y | +0.3% | +88.0% | -87.7% | -15.8% |
| 3Y | +325.8% | +274.3% | +51.6% | +200.2% |
| 5Y | +524.7% | +142.9% | +381.9% | +349.5% |
| All | +549.7% | +184.4% | +365.3% | +357.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling