+243.8%
HPQ vs LH
+183.3%
+60.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +7.7% |
| 7D | +9.8% | -4.7% | +14.5% | +12.3% |
| 30D | +22.4% | -3.5% | +25.8% | +24.2% |
| 3M | +45.2% | +17.7% | +27.5% | +33.3% |
| 6M | +96.4% | +15.8% | +80.7% | +81.0% |
| YTD | +65.4% | +25.1% | +40.3% | +46.3% |
| 1Y | +31.6% | +12.5% | +19.1% | +22.3% |
| 3Y | +37.0% | +59.8% | -22.7% | +4.2% |
| 5Y | +53.0% | +27.1% | +25.9% | +28.6% |
| All | +243.8% | +183.3% | +60.6% | +82.0% |
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