+45.7%
CNH vs LH
+364.9%
-319.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.7% | +1.2% | +5.5% | +6.1% |
| 30D | +7.2% | +18.0% | -10.8% | -1.5% |
| 3M | +17.5% | +15.7% | +1.8% | +8.9% |
| 6M | +15.0% | +46.6% | -31.7% | -5.4% |
| YTD | +36.8% | +49.5% | -12.7% | +11.3% |
| 1Y | +27.6% | +40.2% | -12.5% | +7.2% |
| 3Y | +34.3% | +87.6% | -53.3% | -4.3% |
| 5Y | -12.2% | +59.3% | -71.5% | -33.4% |
| 10Y | +113.9% | +266.1% | -152.2% | +5.2% |
| All | +45.7% | +364.9% | -319.2% | -35.3% |
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