+563.1%
HPE vs LH
+183.3%
+379.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.5% | +10.9% | +11.8% |
| 7D | +19.4% | -4.7% | +24.1% | +21.9% |
| 30D | +5.6% | -3.5% | +9.1% | +7.2% |
| 3M | +33.1% | +17.7% | +15.4% | +23.6% |
| 6M | +192.5% | +15.8% | +176.7% | +172.7% |
| YTD | +160.9% | +25.1% | +135.8% | +135.0% |
| 1Y | +155.0% | +12.5% | +142.5% | +139.3% |
| 3Y | +289.4% | +59.8% | +229.6% | +207.7% |
| 5Y | +395.7% | +27.1% | +368.6% | +324.5% |
| All | +563.1% | +183.3% | +379.8% | +272.8% |
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