+583.1%
HWM vs LTH
+183.0%
+400.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +1.6% | +7.0% | -5.4% | -0.2% |
| 30D | -3.9% | +15.4% | -19.4% | -7.5% |
| 3M | -23.2% | +7.0% | -30.3% | -24.7% |
| 6M | -20.0% | +46.9% | -66.8% | -27.7% |
| YTD | +5.7% | +76.4% | -70.7% | -9.7% |
| 1Y | +4.9% | +83.7% | -78.9% | -11.4% |
| 3Y | +347.0% | +248.9% | +98.1% | +220.6% |
| 5Y | +563.0% | +141.8% | +421.2% | +377.6% |
| All | +583.1% | +183.0% | +400.1% | +381.4% |
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