-2.6%
HD vs LH
+48.9%
-51.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.2% | +4.8% | +0.4% | +3.2% |
| 30D | +20.7% | +18.8% | +1.9% | +12.0% |
| 3M | +0.8% | +15.7% | -14.9% | -5.6% |
| 6M | +12.2% | +46.7% | -34.4% | -6.8% |
| YTD | +4.2% | +48.9% | -44.7% | -15.0% |
| 1Y | -2.6% | +43.5% | -46.0% | -18.0% |
| All | -2.6% | +48.9% | -51.5% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling