+105.2%
CNH vs LH
+261.9%
-156.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +3.0% | +1.1% | +2.0% | +2.5% |
| 30D | -0.6% | +16.7% | -17.3% | -8.5% |
| 3M | +14.6% | +15.1% | -0.5% | +6.1% |
| 6M | +11.8% | +46.3% | -34.6% | -9.0% |
| YTD | +30.4% | +48.8% | -18.3% | +5.1% |
| 1Y | +19.1% | +39.7% | -20.6% | -0.8% |
| 3Y | +30.2% | +87.0% | -56.9% | -9.2% |
| 5Y | -17.8% | +53.0% | -70.8% | -37.4% |
| All | +105.2% | +261.9% | -156.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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