+575.2%
HLT vs LH
+183.3%
+392.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -1.6% | -4.7% | +3.1% | +0.1% |
| 30D | -5.0% | -3.5% | -1.5% | -3.8% |
| 3M | -10.4% | +17.7% | -28.1% | -16.1% |
| 6M | +3.2% | +15.8% | -12.5% | -2.8% |
| YTD | +6.7% | +25.1% | -18.4% | -2.7% |
| 1Y | +10.3% | +12.5% | -2.2% | +4.4% |
| 3Y | +99.3% | +59.8% | +39.6% | +62.4% |
| 5Y | +143.7% | +27.1% | +116.6% | +113.2% |
| All | +575.2% | +183.3% | +392.0% | +309.8% |
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