+208.9%
XHB vs LH
+183.3%
+25.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | -4.6% | -4.7% | +0.1% | -2.0% |
| 30D | -9.1% | -3.5% | -5.6% | -7.3% |
| 3M | -8.6% | +17.7% | -26.3% | -16.9% |
| 6M | -4.0% | +15.8% | -19.8% | -12.1% |
| YTD | -3.9% | +25.1% | -29.0% | -16.0% |
| 1Y | -16.5% | +12.5% | -29.0% | -22.8% |
| 3Y | +22.6% | +59.8% | -37.2% | -9.2% |
| 5Y | +33.9% | +27.1% | +6.9% | +11.4% |
| All | +208.9% | +183.3% | +25.6% | +54.4% |
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 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