+210.2%
HD vs LH
+185.6%
+24.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | -1.8% | -3.2% | +1.4% | -0.3% |
| 30D | -10.8% | +0.1% | -11.0% | -10.9% |
| 3M | -2.7% | +18.6% | -21.3% | -10.3% |
| 6M | -10.3% | +17.9% | -28.2% | -17.1% |
| YTD | -7.8% | +28.9% | -36.8% | -18.5% |
| 1Y | -23.1% | +16.6% | -39.8% | -29.0% |
| 3Y | +2.0% | +63.6% | -61.5% | -21.4% |
| 5Y | +6.2% | +30.0% | -23.8% | -10.1% |
| 10Y | +210.2% | +191.9% | +18.2% | +71.7% |
| All | +210.2% | +185.6% | +24.5% | +71.7% |
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