-91.5%
HTZ vs LH
+45.0%
-136.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | +7.5% | -2.5% | +9.9% | +8.9% |
| 30D | +47.4% | +4.3% | +43.1% | +44.4% |
| 3M | -54.9% | +25.5% | -80.4% | -60.8% |
| 6M | -47.0% | +17.0% | -64.0% | -51.8% |
| YTD | -55.3% | +31.3% | -86.5% | -62.1% |
| 1Y | -57.6% | +20.0% | -77.6% | -62.4% |
| 3Y | -86.6% | +63.9% | -150.5% | -90.5% |
| 5Y | -86.1% | +30.9% | -117.0% | -87.9% |
| All | -91.5% | +45.0% | -136.4% | -94.9% |
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