+474.4%
HAL vs LH
+1,587.6%
-1,113.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | +1.0% | +18.0% | -17.0% | -2.5% |
| 3M | -2.1% | +15.7% | -17.8% | -5.2% |
| 6M | -17.5% | +46.6% | -64.1% | -24.0% |
| YTD | +18.1% | +49.5% | -31.3% | +8.1% |
| 1Y | +19.7% | +40.2% | -20.5% | +11.0% |
| 3Y | -7.9% | +87.6% | -95.5% | -20.1% |
| 5Y | +53.1% | +59.3% | -6.2% | +36.1% |
| 10Y | -16.8% | +266.1% | -282.8% | -36.8% |
| All | +474.4% | +1,587.6% | -1,113.2% | +218.0% |
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