+1,388.5%
HWM vs LH
+258.0%
+1,130.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | +3.4% | +1.4% | +1.9% | +2.6% |
| 30D | -7.5% | +17.5% | -25.0% | -14.5% |
| 3M | -28.9% | +16.1% | -44.9% | -34.1% |
| 6M | -19.6% | +43.4% | -63.0% | -32.9% |
| YTD | +0.6% | +47.2% | -46.6% | -17.5% |
| 1Y | +0.3% | +50.1% | -49.8% | -18.6% |
| 3Y | +326.1% | +81.2% | +245.0% | +206.7% |
| 5Y | +525.2% | +63.7% | +461.5% | +360.6% |
| 10Y | +1,492.9% | +269.2% | +1,223.7% | +570.2% |
| All | +1,388.5% | +258.0% | +1,130.4% | +530.8% |
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