+2,921.8%
HPQ vs LH
+1,372.9%
+1,548.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -0.5% | -0.8% | +0.4% | -0.3% |
| 30D | +3.7% | +2.0% | +1.7% | +3.3% |
| 3M | +24.3% | +24.3% | +0.1% | +19.2% |
| 6M | +64.8% | +21.1% | +43.7% | +58.6% |
| YTD | +43.9% | +30.4% | +13.5% | +36.6% |
| 1Y | +11.7% | +18.4% | -6.7% | +7.8% |
| 3Y | +19.7% | +65.5% | -45.8% | +8.2% |
| 5Y | +32.2% | +29.9% | +2.4% | +24.5% |
| 10Y | +198.9% | +186.6% | +12.3% | +145.1% |
| All | +2,921.8% | +1,372.9% | +1,548.9% | +1,765.7% |
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