+5.8%
HD vs LH
+62.5%
-56.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | +20.2% | +17.5% | +2.7% | +12.6% |
| 3M | -1.0% | +16.1% | -17.1% | -7.0% |
| 6M | +7.9% | +43.4% | -35.5% | -7.0% |
| YTD | +2.0% | +47.2% | -45.2% | -13.3% |
| 1Y | -4.3% | +50.1% | -54.4% | -19.2% |
| 3Y | +25.9% | +81.2% | -55.2% | -3.6% |
| All | +5.8% | +62.5% | -56.8% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling