+31.6%
HPQ vs LH
+14.9%
+16.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +8.1% |
| 7D | +9.8% | -4.7% | +14.5% | +10.6% |
| 30D | +22.4% | -3.5% | +25.8% | +22.8% |
| 3M | +45.2% | +17.7% | +27.5% | +39.9% |
| 6M | +96.4% | +15.8% | +80.7% | +90.1% |
| YTD | +65.4% | +25.1% | +40.3% | +58.8% |
| 1Y | +31.6% | +12.5% | +19.1% | +27.3% |
| All | +31.6% | +14.9% | +16.7% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling