-28.5%
HDB vs LH
+64.5%
-92.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -4.9% | +2.0% | -6.9% | -5.1% |
| 3M | -2.3% | +24.3% | -26.6% | -5.4% |
| 6M | -23.7% | +21.1% | -44.8% | -25.9% |
| YTD | -38.5% | +30.4% | -68.9% | -40.7% |
| 1Y | -36.5% | +18.4% | -54.8% | -38.2% |
| 3Y | -28.5% | +65.5% | -93.9% | -33.2% |
| All | -28.5% | +64.5% | -92.9% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling