+27,982.1%
HD vs LH
+1,581.5%
+26,400.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.2% | +4.8% | +0.4% | +4.3% |
| 30D | +20.7% | +18.8% | +1.9% | +16.7% |
| 3M | +0.8% | +15.7% | -14.9% | -2.1% |
| 6M | +12.2% | +46.7% | -34.4% | +4.0% |
| YTD | +4.2% | +48.9% | -44.7% | -3.8% |
| 1Y | -2.6% | +43.5% | -46.0% | -9.4% |
| 3Y | +30.0% | +86.9% | -56.9% | +14.2% |
| 5Y | +8.1% | +60.4% | -52.3% | -2.6% |
| 10Y | +247.2% | +260.7% | -13.6% | +169.3% |
| All | +27,982.1% | +1,581.5% | +26,400.6% | +14,535.4% |
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 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