-91.6%
HTZ vs LH
+63.1%
-154.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.9% | +5.3% | +7.1% |
| 7D | +18.9% | +2.1% | +16.9% | +17.7% |
| 30D | +26.3% | +19.2% | +7.1% | +14.7% |
| 3M | +49.7% | +18.0% | +31.7% | +36.9% |
| 6M | -61.1% | +46.1% | -107.2% | -69.0% |
| YTD | -56.0% | +47.7% | -103.7% | -65.1% |
| 1Y | -66.4% | +47.2% | -113.7% | -73.3% |
| 3Y | -75.8% | +81.2% | -157.0% | -83.7% |
| 5Y | -93.1% | +58.8% | -151.9% | -95.1% |
| All | -91.6% | +63.1% | -154.7% | -95.3% |
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 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