+875.0%
HBAN vs LH
+1,355.8%
-480.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | -5.5% | +0.1% | -5.7% | -5.6% |
| 3M | -0.2% | +18.6% | -18.9% | -3.6% |
| 6M | +5.2% | +17.9% | -12.8% | +1.7% |
| YTD | -2.3% | +28.9% | -31.2% | -7.2% |
| 1Y | -2.2% | +16.6% | -18.8% | -5.4% |
| 3Y | +73.8% | +63.6% | +10.3% | +57.4% |
| 5Y | +35.2% | +30.0% | +5.2% | +27.2% |
| 10Y | +155.4% | +191.9% | -36.6% | +107.0% |
| All | +875.0% | +1,355.8% | -480.8% | +490.2% |
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