+1,581.2%
HWM vs LH
+213.6%
+1,367.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | -8.0% | -3.2% | -4.9% | -6.6% |
| 30D | -18.0% | +0.1% | -18.2% | -18.2% |
| 3M | -9.5% | +18.6% | -28.1% | -17.0% |
| 6M | -8.4% | +17.9% | -26.3% | -15.8% |
| YTD | +13.6% | +28.9% | -15.3% | -0.4% |
| 1Y | +30.2% | +16.6% | +13.6% | +19.3% |
| 3Y | +392.2% | +63.6% | +328.7% | +272.0% |
| 5Y | +645.2% | +30.0% | +615.2% | +518.4% |
| All | +1,581.2% | +213.6% | +1,367.6% | +661.4% |
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