+160.7%
CNH vs LH
+185.6%
-25.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +1.8% | -3.2% | +5.0% | +3.5% |
| 30D | +32.6% | +0.1% | +32.5% | +32.5% |
| 3M | +29.4% | +18.6% | +10.8% | +18.3% |
| 6M | +26.0% | +17.9% | +8.0% | +15.3% |
| YTD | +52.2% | +28.9% | +23.3% | +32.9% |
| 1Y | +23.9% | +16.6% | +7.2% | +13.4% |
| 3Y | +10.1% | +63.6% | -53.4% | -17.0% |
| 5Y | +13.2% | +30.0% | -16.9% | -5.7% |
| 10Y | +160.7% | +191.9% | -31.3% | +36.9% |
| All | +160.7% | +185.6% | -25.0% | +36.9% |
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