-73.2%
HTZ vs LH
+46.2%
-119.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.2% | -19.6% | -20.3% |
| 7D | -7.7% | -1.3% | -6.4% | -7.2% |
| 30D | -13.1% | +16.6% | -29.7% | -17.5% |
| 3M | +14.7% | +16.0% | -1.2% | +9.4% |
| 6M | -70.6% | +42.0% | -112.6% | -74.4% |
| YTD | -65.2% | +45.9% | -111.1% | -71.1% |
| 1Y | -73.2% | +46.4% | -119.6% | -78.3% |
| All | -73.2% | +46.2% | -119.4% | -78.3% |
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