+35.0%
XHB vs LH
+29.4%
+5.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.9% |
| 7D | -1.9% | -3.2% | +1.3% | -0.3% |
| 30D | -8.3% | +0.1% | -8.5% | -8.4% |
| 3M | -7.1% | +18.6% | -25.8% | -15.3% |
| 6M | -5.3% | +17.9% | -23.2% | -13.3% |
| YTD | -3.2% | +28.9% | -32.1% | -15.6% |
| 1Y | -13.9% | +16.6% | -30.5% | -21.2% |
| 3Y | +24.9% | +63.6% | -38.6% | -6.4% |
| All | +35.0% | +29.4% | +5.6% | +8.4% |
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 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