+140.7%
HPE vs LH
+22.4%
+118.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.7% |
| 7D | -0.6% | -2.5% | +1.9% | -1.1% |
| 30D | -2.3% | +4.3% | -6.6% | -1.4% |
| 3M | -2.9% | +25.5% | -28.4% | +0.3% |
| All | +140.7% | +22.4% | +118.3% | +154.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling