+1,773.8%
HWM vs LH
+219.3%
+1,554.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -2.1% | -2.5% | +0.3% | -1.0% |
| 30D | -11.0% | +4.3% | -15.3% | -12.9% |
| 3M | +4.0% | +25.5% | -21.5% | -7.1% |
| 6M | -0.2% | +17.0% | -17.2% | -8.0% |
| YTD | +26.7% | +31.3% | -4.6% | +10.0% |
| 1Y | +44.7% | +20.0% | +24.7% | +30.7% |
| 3Y | +426.1% | +63.9% | +362.2% | +297.6% |
| 5Y | +738.5% | +30.9% | +707.7% | +594.2% |
| All | +1,773.8% | +219.3% | +1,554.5% | +741.4% |
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 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