+55,141.3%
DHR vs LH
+1,372.9%
+53,768.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | +12.1% | +24.3% | -12.2% | +8.0% |
| 6M | +5.4% | +21.1% | -15.6% | +2.1% |
| YTD | -10.0% | +30.4% | -40.4% | -13.9% |
| 1Y | +4.1% | +18.4% | -14.3% | +1.1% |
| 3Y | -5.2% | +65.5% | -70.7% | -12.9% |
| 5Y | -28.2% | +29.9% | -58.1% | -31.5% |
| 10Y | +208.4% | +186.6% | +21.8% | +160.4% |
| All | +55,141.3% | +1,372.9% | +53,768.5% | +36,625.3% |
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