+301.7%
HIG vs LH
+183.3%
+118.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -1.5% | -4.7% | +3.2% | +0.7% |
| 30D | -0.4% | -3.5% | +3.1% | +1.2% |
| 3M | +6.7% | +17.7% | -11.0% | -1.7% |
| 6M | +2.0% | +15.8% | -13.8% | -5.5% |
| YTD | +0.3% | +25.1% | -24.8% | -10.8% |
| 1Y | +4.2% | +12.5% | -8.3% | -2.9% |
| 3Y | +102.2% | +59.8% | +42.5% | +55.1% |
| 5Y | +118.5% | +27.1% | +91.4% | +84.1% |
| All | +301.7% | +183.3% | +118.5% | +110.4% |
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