+7.4%
HAL vs LH
+185.6%
-178.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.3% | -3.2% | +1.9% | +0.2% |
| 30D | +10.9% | +0.1% | +10.7% | +10.7% |
| 3M | -5.8% | +18.6% | -24.5% | -13.8% |
| 6M | +8.1% | +17.9% | -9.8% | -1.3% |
| YTD | +33.2% | +28.9% | +4.3% | +15.9% |
| 1Y | +74.2% | +16.6% | +57.5% | +58.3% |
| 3Y | -3.7% | +63.6% | -67.2% | -28.4% |
| 5Y | +111.9% | +30.0% | +81.9% | +73.4% |
| 10Y | +7.4% | +191.9% | -184.5% | -46.9% |
| All | +7.4% | +185.6% | -178.2% | -46.9% |
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 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