+40.1%
HAL vs LH
+63.0%
-22.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -7.9% | +4.6% | -12.5% | -8.8% |
| 30D | -2.1% | +19.1% | -21.2% | -6.1% |
| 3M | +0.4% | +16.7% | -16.3% | -3.3% |
| 6M | -19.2% | +47.0% | -66.3% | -26.8% |
| YTD | +14.4% | +49.3% | -34.9% | +2.9% |
| 1Y | +18.0% | +48.6% | -30.6% | +6.2% |
| 3Y | -9.7% | +87.8% | -97.5% | -25.0% |
| 5Y | +40.1% | +65.0% | -24.9% | +8.1% |
| All | +40.1% | +63.0% | -22.9% | +8.1% |
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