+33.9%
HDB vs LH
+192.0%
-158.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | -5.8% | +0.1% | -6.0% | -5.9% |
| 3M | -5.2% | +18.6% | -23.8% | -10.6% |
| 6M | -25.7% | +17.9% | -43.6% | -29.9% |
| YTD | -39.6% | +28.9% | -68.5% | -44.8% |
| 1Y | -36.9% | +16.6% | -53.5% | -40.6% |
| 3Y | -29.7% | +63.6% | -93.3% | -42.5% |
| 5Y | -37.8% | +30.0% | -67.8% | -45.3% |
| All | +33.9% | +192.0% | -158.1% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling