+95.6%
HBM vs LH
+14.9%
+80.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -3.3% | -4.7% | +1.4% | -2.5% |
| 30D | -4.8% | -3.5% | -1.3% | -4.1% |
| 3M | -0.4% | +17.7% | -18.1% | -1.0% |
| 6M | +17.9% | +15.8% | +2.1% | +17.5% |
| YTD | +33.7% | +25.1% | +8.6% | +34.0% |
| 1Y | +95.6% | +12.5% | +83.1% | +99.1% |
| All | +95.6% | +14.9% | +80.7% | +99.1% |
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