+4,191.8%
HDB vs LH
+972.8%
+3,218.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.1% | +2.5% | +1.6% | +3.1% |
| 30D | +13.0% | +18.7% | -5.7% | +5.7% |
| 3M | +11.3% | +15.3% | -4.1% | +5.1% |
| 6M | +6.9% | +45.4% | -38.4% | -7.8% |
| YTD | -29.6% | +49.5% | -79.1% | -40.1% |
| 1Y | -29.5% | +41.4% | -70.9% | -38.8% |
| 3Y | -8.1% | +87.6% | -95.8% | -30.2% |
| 5Y | -23.4% | +53.8% | -77.2% | -38.1% |
| 10Y | +62.9% | +266.2% | -203.2% | -13.0% |
| All | +4,191.8% | +972.8% | +3,218.9% | +1,534.3% |
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