+21.3%
CNH vs LH
+11.8%
+9.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -1.0% |
| 7D | -2.5% | -7.4% | +4.9% | +0.8% |
| 30D | +27.0% | -4.6% | +31.6% | +29.6% |
| 3M | +32.6% | +14.5% | +18.1% | +25.2% |
| 6M | +23.6% | +14.8% | +8.8% | +16.4% |
| YTD | +47.8% | +23.3% | +24.6% | +36.2% |
| 1Y | +21.3% | +13.6% | +7.7% | +13.9% |
| All | +21.3% | +11.8% | +9.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling