+37.7%
THC vs LTH
+54.1%
-16.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | -0.6% | 0.0% | -0.5% |
| 30D | +1.3% | -4.6% | +5.9% | +2.7% |
| 3M | +64.2% | +32.8% | +31.4% | +53.3% |
| 6M | +8.3% | +64.6% | -56.4% | -4.6% |
| YTD | +33.4% | +62.6% | -29.3% | +15.5% |
| 1Y | +37.7% | +49.9% | -12.3% | +22.6% |
| All | +37.7% | +54.1% | -16.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling