+101.9%
HAS vs LH
+259.5%
-157.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +2.2% | +4.6% | -2.4% | +0.1% |
| 30D | +29.6% | +19.1% | +10.5% | +19.6% |
| 3M | +30.3% | +16.7% | +13.5% | +21.0% |
| 6M | +25.6% | +47.0% | -21.4% | +4.6% |
| YTD | +50.8% | +49.3% | +1.5% | +24.2% |
| 1Y | +63.0% | +48.6% | +14.4% | +34.5% |
| 3Y | +211.6% | +87.8% | +123.7% | +127.1% |
| 5Y | +50.4% | +65.0% | -14.6% | +14.0% |
| 10Y | +101.9% | +275.0% | -173.1% | +7.1% |
| All | +101.9% | +259.5% | -157.6% | +7.1% |
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 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