+625.3%
THC vs LH
+1,562.0%
-936.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +3.7% | +1.4% | +2.3% | +3.4% |
| 30D | +9.0% | +17.5% | -8.5% | +4.5% |
| 3M | +10.4% | +16.1% | -5.7% | +6.0% |
| 6M | +45.7% | +43.4% | +2.3% | +32.3% |
| YTD | +42.6% | +47.2% | -4.6% | +28.5% |
| 1Y | +38.8% | +50.1% | -11.4% | +24.2% |
| 3Y | +418.8% | +81.2% | +337.7% | +339.4% |
| 5Y | +275.7% | +63.7% | +211.9% | +227.5% |
| 10Y | +1,496.2% | +269.2% | +1,227.1% | +1,088.8% |
| All | +625.3% | +1,562.0% | -936.7% | +309.9% |
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