+362.8%
HPE vs LH
+28.2%
+334.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.5% |
| 7D | +13.6% | -3.2% | +16.8% | +14.8% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | +22.4% | +18.6% | +3.7% | +15.5% |
| 6M | +172.6% | +17.9% | +154.7% | +157.1% |
| YTD | +147.5% | +28.9% | +118.6% | +126.3% |
| 1Y | +151.8% | +16.6% | +135.2% | +137.4% |
| 3Y | +267.1% | +63.6% | +203.5% | +203.8% |
| 5Y | +362.8% | +30.0% | +332.7% | +264.1% |
| All | +362.8% | +28.2% | +334.6% | +264.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling