+129.2%
HPE vs LH
+20.0%
+109.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.4% |
| 7D | -0.6% | -2.5% | +1.9% | -0.5% |
| 30D | -2.3% | +4.3% | -6.6% | -2.4% |
| 3M | -2.9% | +25.5% | -28.4% | -4.2% |
| 6M | +143.6% | +17.0% | +126.6% | +142.8% |
| YTD | +118.5% | +31.3% | +87.3% | +117.8% |
| 1Y | +129.2% | +20.0% | +109.2% | +123.9% |
| All | +129.2% | +20.0% | +109.2% | +123.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling