+65.2%
HAS vs LH
+44.2%
+21.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.9% | +2.1% |
| 7D | +2.4% | +2.1% | +0.4% | +1.9% |
| 30D | +31.6% | +19.2% | +12.4% | +26.2% |
| 3M | +33.9% | +18.0% | +15.9% | +28.5% |
| 6M | +31.4% | +46.1% | -14.7% | +19.8% |
| YTD | +51.6% | +47.7% | +4.0% | +37.2% |
| 1Y | +65.2% | +47.2% | +17.9% | +50.3% |
| All | +65.2% | +44.2% | +21.0% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling