+72.8%
HCA vs LH
+27.0%
+45.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +5.4% | -4.7% | +10.1% | +7.4% |
| 30D | +3.0% | -3.5% | +6.5% | +4.3% |
| 3M | +13.0% | +17.7% | -4.7% | +5.5% |
| 6M | -20.3% | +15.8% | -36.0% | -25.2% |
| YTD | -8.2% | +25.1% | -33.3% | -16.7% |
| 1Y | +6.7% | +12.5% | -5.8% | +0.8% |
| 3Y | +60.4% | +59.8% | +0.6% | +26.0% |
| All | +72.8% | +27.0% | +45.8% | +45.2% |
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 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