+876.3%
HALO vs LH
+183.3%
+693.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -2.7% | -4.7% | +2.0% | -0.6% |
| 30D | +5.3% | -3.5% | +8.8% | +7.0% |
| 3M | +51.6% | +17.7% | +33.9% | +40.9% |
| 6M | +61.3% | +15.8% | +45.5% | +50.8% |
| YTD | +59.3% | +25.1% | +34.2% | +43.4% |
| 1Y | +38.3% | +12.5% | +25.8% | +30.0% |
| 3Y | +185.9% | +59.8% | +126.1% | +126.8% |
| 5Y | +159.9% | +27.1% | +132.9% | +124.5% |
| All | +876.3% | +183.3% | +693.0% | +469.7% |
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