-5.1%
CNH vs LH
+63.0%
-68.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.4% | +9.5% | +10.3% |
| 7D | +8.6% | +4.6% | +4.0% | +6.4% |
| 30D | +12.6% | +19.1% | -6.6% | +3.6% |
| 3M | +17.5% | +16.7% | +0.8% | +9.1% |
| 6M | +18.1% | +47.0% | -28.9% | -1.8% |
| YTD | +40.4% | +49.3% | -8.9% | +15.8% |
| 1Y | +34.0% | +48.6% | -14.6% | +10.7% |
| 3Y | +35.3% | +87.8% | -52.5% | -2.2% |
| 5Y | -5.1% | +65.0% | -70.1% | -31.4% |
| All | -5.1% | +63.0% | -68.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling