+25,586.0%
HD vs LH
+1,382.1%
+24,203.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.6% |
| 30D | -8.4% | +4.3% | -12.8% | -9.2% |
| 3M | +4.3% | +25.5% | -21.2% | -0.2% |
| 6M | -11.1% | +17.0% | -28.1% | -13.9% |
| YTD | -4.7% | +31.3% | -35.9% | -9.7% |
| 1Y | -19.8% | +20.0% | -39.8% | -22.8% |
| 3Y | +4.1% | +63.9% | -59.8% | -6.1% |
| 5Y | +10.3% | +30.9% | -20.5% | +3.4% |
| 10Y | +203.2% | +191.4% | +11.8% | +144.4% |
| All | +25,586.0% | +1,382.1% | +24,203.9% | +13,634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling