+3,769.4%
HDB vs LH
+841.9%
+2,927.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | -2.8% | +4.3% | -7.2% | -4.4% |
| 3M | -3.5% | +25.5% | -29.1% | -11.8% |
| 6M | -24.7% | +17.0% | -41.7% | -29.3% |
| YTD | -36.6% | +31.3% | -67.8% | -43.2% |
| 1Y | -34.4% | +20.0% | -54.3% | -39.4% |
| 3Y | -24.4% | +63.9% | -88.3% | -39.5% |
| 5Y | -35.4% | +30.9% | -66.2% | -44.4% |
| 10Y | +39.5% | +191.4% | -151.8% | -18.6% |
| All | +3,769.4% | +841.9% | +2,927.5% | +1,452.2% |
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 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