+588.2%
HBM vs LH
+183.3%
+404.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.3% |
| 7D | -3.3% | -4.7% | +1.4% | -0.5% |
| 30D | -4.8% | -3.5% | -1.3% | -2.7% |
| 3M | -0.4% | +17.7% | -18.1% | -9.8% |
| 6M | +17.9% | +15.8% | +2.1% | +7.4% |
| YTD | +33.7% | +25.1% | +8.6% | +16.2% |
| 1Y | +95.6% | +12.5% | +83.1% | +79.7% |
| 3Y | +458.1% | +59.8% | +398.4% | +301.1% |
| 5Y | +329.0% | +27.1% | +301.9% | +250.0% |
| All | +588.2% | +183.3% | +404.9% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling