+4,211.8%
HDB vs LH
+967.5%
+3,244.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.7% | +1.1% | +1.7% | +2.3% |
| 30D | +14.1% | +16.7% | -2.6% | +7.5% |
| 3M | +11.8% | +15.1% | -3.3% | +5.7% |
| 6M | +8.2% | +46.3% | -38.2% | -6.9% |
| YTD | -29.3% | +48.8% | -78.1% | -39.8% |
| 1Y | -28.8% | +39.7% | -68.5% | -37.9% |
| 3Y | -7.5% | +87.0% | -94.5% | -29.7% |
| 5Y | -23.1% | +53.0% | -76.1% | -37.7% |
| 10Y | +63.7% | +264.3% | -200.6% | -12.5% |
| All | +4,211.8% | +967.5% | +3,244.2% | +1,545.0% |
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