+677.7%
HPE vs LH
+240.2%
+437.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.4% | +8.0% |
| 7D | +10.1% | -0.8% | +11.0% | +10.6% |
| 30D | +5.3% | +2.0% | +3.3% | +4.3% |
| 3M | +12.7% | +24.3% | -11.6% | +1.8% |
| 6M | +167.7% | +21.1% | +146.6% | +144.0% |
| YTD | +135.5% | +30.4% | +105.0% | +107.2% |
| 1Y | +143.4% | +18.4% | +125.0% | +122.6% |
| 3Y | +249.2% | +65.5% | +183.7% | +169.1% |
| 5Y | +343.8% | +29.9% | +314.0% | +274.5% |
| 10Y | +495.9% | +186.6% | +309.2% | +208.8% |
| All | +677.7% | +240.2% | +437.5% | +257.7% |
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