-23.1%
HD vs LH
+16.9%
-40.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -1.8% | -3.2% | +1.4% | -0.5% |
| 30D | -10.8% | +0.1% | -11.0% | -10.9% |
| 3M | -2.7% | +18.6% | -21.3% | -9.4% |
| 6M | -10.3% | +17.9% | -28.2% | -16.7% |
| YTD | -7.8% | +28.9% | -36.8% | -16.6% |
| 1Y | -23.1% | +16.6% | -39.8% | -29.5% |
| All | -23.1% | +16.9% | -40.0% | -29.5% |
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