+608.0%
HWM vs LTH
+120.9%
+487.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.6% |
| 7D | +11.1% | -4.6% | +15.8% | +12.4% |
| 30D | +3.0% | +14.8% | -11.9% | -0.7% |
| 3M | -20.7% | +3.9% | -24.6% | -21.7% |
| 6M | -17.2% | +35.5% | -52.7% | -23.7% |
| YTD | +9.1% | +71.3% | -62.3% | -6.2% |
| 1Y | +9.0% | +75.7% | -66.7% | -6.9% |
| 3Y | +353.8% | +231.9% | +121.9% | +228.9% |
| 5Y | +608.0% | +130.5% | +477.6% | +418.2% |
| All | +608.0% | +120.9% | +487.2% | +418.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling