+121.3%
HBM vs LH
+20.0%
+101.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -6.4% | -2.5% | -3.9% | -6.1% |
| 30D | +5.9% | +4.3% | +1.6% | +5.7% |
| 3M | -8.9% | +25.5% | -34.4% | -10.5% |
| 6M | +10.7% | +17.0% | -6.3% | +10.5% |
| YTD | +38.3% | +31.3% | +7.0% | +38.0% |
| 1Y | +121.3% | +20.0% | +101.4% | +123.0% |
| All | +121.3% | +20.0% | +101.3% | +123.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling