+441.1%
HWM vs LTH
+152.2%
+288.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -11.0% | -4.6% | -6.4% | -10.0% |
| 3M | +4.0% | +32.8% | -28.8% | -3.8% |
| 6M | -0.2% | +64.6% | -64.8% | -13.6% |
| YTD | +26.7% | +62.6% | -36.0% | +9.5% |
| 1Y | +44.7% | +49.9% | -5.2% | +27.8% |
| All | +441.1% | +152.2% | +288.9% | +303.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling