+1,039.2%
THC vs LH
+185.6%
+853.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.0% | +4.8% |
| 7D | +4.1% | -3.2% | +7.3% | +6.8% |
| 30D | +3.5% | +0.1% | +3.4% | +3.2% |
| 3M | +61.7% | +18.6% | +43.1% | +40.5% |
| 6M | +11.8% | +17.9% | -6.1% | -2.9% |
| YTD | +35.4% | +28.9% | +6.5% | +8.7% |
| 1Y | +37.0% | +16.6% | +20.4% | +18.4% |
| 3Y | +260.1% | +63.6% | +196.5% | +121.6% |
| 5Y | +262.6% | +30.0% | +232.6% | +169.2% |
| 10Y | +1,039.2% | +191.9% | +847.3% | +229.6% |
| All | +1,039.2% | +185.6% | +853.6% | +229.6% |
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