+68.0%
CNH vs LH
+308.2%
-240.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.7% |
| 7D | +23.3% | -2.5% | +25.7% | +24.8% |
| 30D | +33.5% | +4.3% | +29.1% | +30.7% |
| 3M | +32.7% | +25.5% | +7.2% | +18.3% |
| 6M | +22.2% | +17.0% | +5.2% | +12.8% |
| YTD | +57.7% | +31.3% | +26.4% | +37.3% |
| 1Y | +28.0% | +20.0% | +8.0% | +16.0% |
| 3Y | +11.5% | +63.9% | -52.3% | -14.9% |
| 5Y | +11.9% | +30.9% | -19.0% | -6.2% |
| 10Y | +162.8% | +191.4% | -28.6% | +42.7% |
| All | +68.0% | +308.2% | -240.3% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling