+607.6%
HWM vs LTH
+186.8%
+420.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.2% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +1.5% | +17.7% | -16.2% | -2.7% |
| 3M | -20.3% | +8.5% | -28.8% | -22.1% |
| 6M | -18.0% | +46.9% | -65.0% | -25.9% |
| YTD | +9.5% | +78.8% | -69.3% | -6.7% |
| 1Y | +7.5% | +84.9% | -77.4% | -9.3% |
| 3Y | +355.7% | +246.4% | +109.3% | +227.3% |
| 5Y | +610.2% | +129.6% | +480.6% | +418.8% |
| All | +607.6% | +186.8% | +420.8% | +397.1% |
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