+4.4%
HWM vs LH
+44.2%
-39.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.2% | -4.7% |
| 7D | +9.4% | +2.1% | +7.3% | +9.3% |
| 30D | -7.0% | +19.2% | -26.1% | -9.0% |
| 3M | -25.9% | +18.0% | -43.9% | -27.5% |
| 6M | -10.8% | +46.1% | -56.9% | -16.7% |
| YTD | +4.3% | +47.7% | -43.4% | -4.5% |
| 1Y | +4.4% | +47.2% | -42.8% | -4.6% |
| All | +4.4% | +44.2% | -39.8% | -4.6% |
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 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