+132.3%
HON vs LH
+183.3%
-51.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -3.5% | -4.7% | +1.2% | -1.6% |
| 30D | -13.8% | -3.5% | -10.3% | -12.7% |
| 3M | -11.7% | +17.7% | -29.4% | -17.6% |
| 6M | -18.7% | +15.8% | -34.5% | -23.8% |
| YTD | +0.2% | +25.1% | -24.9% | -9.1% |
| 1Y | -3.1% | +12.5% | -15.6% | -8.5% |
| 3Y | +17.0% | +59.8% | -42.8% | -6.2% |
| 5Y | +2.0% | +27.1% | -25.0% | -11.6% |
| All | +132.3% | +183.3% | -51.0% | +35.6% |
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