+250.7%
HOOD vs LH
+40.5%
+210.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.3% |
| 7D | +17.1% | -2.5% | +19.6% | +18.8% |
| 30D | +31.6% | +4.3% | +27.2% | +28.6% |
| 3M | +38.2% | +25.5% | +12.7% | +19.5% |
| 6M | +48.5% | +17.0% | +31.6% | +34.5% |
| YTD | +8.0% | +31.3% | -23.3% | -9.9% |
| 1Y | +18.7% | +20.0% | -1.3% | +4.5% |
| 3Y | +999.1% | +63.9% | +935.2% | +683.0% |
| 5Y | +181.7% | +30.9% | +150.8% | +103.9% |
| All | +250.7% | +40.5% | +210.2% | +162.7% |
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