+49.5%
CNH vs LH
+364.4%
-314.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.4% | +9.5% | +10.2% |
| 7D | +8.6% | +4.6% | +4.0% | +6.3% |
| 30D | +12.6% | +19.1% | -6.6% | +3.0% |
| 3M | +17.5% | +16.7% | +0.8% | +8.4% |
| 6M | +18.1% | +47.0% | -28.9% | -3.0% |
| YTD | +40.4% | +49.3% | -8.9% | +14.3% |
| 1Y | +34.0% | +48.6% | -14.6% | +9.3% |
| 3Y | +35.3% | +87.8% | -52.5% | -3.7% |
| 5Y | -5.1% | +65.0% | -70.1% | -29.3% |
| 10Y | +124.0% | +275.0% | -151.0% | +9.3% |
| All | +49.5% | +364.4% | -314.8% | -33.5% |
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