-93.4%
HTZ vs LH
+61.1%
-154.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.2% | -19.6% | -20.1% |
| 7D | -7.7% | -1.3% | -6.4% | -6.9% |
| 30D | -13.1% | +16.6% | -29.7% | -20.0% |
| 3M | +14.7% | +16.0% | -1.2% | +6.1% |
| 6M | -70.6% | +42.0% | -112.6% | -76.1% |
| YTD | -65.2% | +45.9% | -111.1% | -72.1% |
| 1Y | -73.2% | +46.4% | -119.6% | -78.6% |
| 3Y | -80.8% | +79.0% | -159.8% | -87.0% |
| 5Y | -94.8% | +62.3% | -157.1% | -96.4% |
| All | -93.4% | +61.1% | -154.5% | -96.2% |
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