+332.5%
HBM vs LH
+27.0%
+305.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -3.3% | -4.7% | +1.4% | -1.1% |
| 30D | -4.8% | -3.5% | -1.3% | -3.1% |
| 3M | -0.4% | +17.7% | -18.1% | -7.7% |
| 6M | +17.9% | +15.8% | +2.1% | +9.8% |
| YTD | +33.7% | +25.1% | +8.6% | +19.9% |
| 1Y | +95.6% | +12.5% | +83.1% | +83.8% |
| 3Y | +458.1% | +59.8% | +398.4% | +321.1% |
| All | +332.5% | +27.0% | +305.5% | +249.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling