+655.5%
HWM vs LH
+31.3%
+624.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -10.5% |
| 7D | -9.2% | -0.8% | -8.3% | -8.9% |
| 30D | -17.9% | +2.0% | -19.9% | -18.4% |
| 3M | -6.0% | +24.3% | -30.3% | -12.3% |
| 6M | -7.4% | +21.1% | -28.4% | -12.9% |
| YTD | +13.1% | +30.4% | -17.3% | +3.5% |
| 1Y | +29.3% | +18.4% | +10.9% | +21.8% |
| 3Y | +389.9% | +65.5% | +324.5% | +308.4% |
| 5Y | +655.5% | +29.9% | +625.7% | +523.7% |
| All | +655.5% | +31.3% | +624.3% | +523.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling