+1,516.2%
HWM vs LH
+267.5%
+1,248.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.8% | +4.8% | -6.5% | -3.9% |
| 30D | -2.7% | +18.8% | -21.5% | -10.5% |
| 3M | -22.7% | +15.7% | -38.4% | -28.2% |
| 6M | -18.9% | +46.7% | -65.6% | -33.0% |
| YTD | +7.1% | +48.9% | -41.9% | -12.6% |
| 1Y | +4.7% | +43.5% | -38.8% | -13.1% |
| 3Y | +345.6% | +86.9% | +258.7% | +215.8% |
| 5Y | +588.3% | +60.4% | +527.9% | +414.3% |
| 10Y | +1,516.2% | +260.7% | +1,255.4% | +585.2% |
| All | +1,516.2% | +267.5% | +1,248.7% | +585.2% |
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