-93.9%
HTZ vs LH
+62.5%
-156.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.9% | -9.3% | -8.9% |
| 7D | -14.6% | +1.4% | -16.0% | -15.1% |
| 30D | -20.8% | +17.5% | -38.3% | -27.4% |
| 3M | -18.8% | +16.1% | -34.9% | -25.1% |
| 6M | -74.7% | +43.4% | -118.1% | -79.6% |
| YTD | -68.1% | +47.2% | -115.3% | -74.6% |
| 1Y | -73.5% | +50.1% | -123.6% | -79.1% |
| 3Y | -81.8% | +81.2% | -163.0% | -87.8% |
| 5Y | -95.2% | +63.7% | -159.0% | -96.7% |
| All | -93.9% | +62.5% | -156.5% | -96.6% |
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