-32.9%
HDB vs LH
+44.2%
-77.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.9% | +1.6% | +4.6% |
| 7D | +12.9% | +2.1% | +10.8% | +12.3% |
| 30D | +10.0% | +19.2% | -9.1% | +5.4% |
| 3M | +1.8% | +18.0% | -16.2% | -2.4% |
| 6M | -2.1% | +46.1% | -48.2% | -11.6% |
| YTD | -33.4% | +47.7% | -81.1% | -38.9% |
| 1Y | -32.9% | +47.2% | -80.1% | -38.2% |
| All | -32.9% | +44.2% | -77.1% | -38.2% |
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