+254.0%
THC vs LH
+31.5%
+222.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | -0.7% | -2.5% | +1.8% | +0.7% |
| 30D | +1.3% | +4.3% | -3.1% | -1.3% |
| 3M | +64.2% | +25.5% | +38.7% | +44.1% |
| 6M | +8.3% | +17.0% | -8.7% | -1.3% |
| YTD | +33.4% | +31.3% | +2.1% | +13.4% |
| 1Y | +37.7% | +20.0% | +17.7% | +22.9% |
| 3Y | +236.8% | +63.9% | +172.9% | +137.7% |
| All | +254.0% | +31.5% | +222.5% | +179.6% |
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 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