+1,731.8%
HCA vs LH
+331.0%
+1,400.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.6% |
| 7D | +4.9% | -3.2% | +8.1% | +6.9% |
| 30D | +1.9% | +0.1% | +1.7% | +1.7% |
| 3M | +12.7% | +18.6% | -5.9% | +1.6% |
| 6M | -22.3% | +17.9% | -40.3% | -30.0% |
| YTD | -9.3% | +28.9% | -38.3% | -22.7% |
| 1Y | +2.7% | +16.6% | -13.9% | -7.7% |
| 3Y | +57.8% | +63.6% | -5.7% | +11.3% |
| 5Y | +70.3% | +30.0% | +40.3% | +36.4% |
| 10Y | +499.7% | +191.9% | +307.7% | +156.6% |
| All | +1,731.8% | +331.0% | +1,400.8% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling