+248.6%
HD vs LH
+261.9%
-13.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +1.5% | +1.1% | +0.5% | +1.0% |
| 30D | +18.0% | +16.7% | +1.3% | +9.6% |
| 3M | +2.8% | +15.1% | -12.3% | -4.1% |
| 6M | +17.0% | +46.3% | -29.4% | -2.7% |
| YTD | +3.5% | +48.8% | -45.2% | -14.8% |
| 1Y | -2.6% | +39.7% | -42.3% | -17.4% |
| 3Y | +30.7% | +87.0% | -56.3% | -5.9% |
| 5Y | +6.2% | +53.0% | -46.8% | -17.0% |
| All | +248.6% | +261.9% | -13.3% | +78.8% |
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 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