+55.7%
HAS vs LH
+186.0%
-130.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | -2.7% | +2.0% | -4.7% | -3.6% |
| 3M | +8.9% | +24.3% | -15.3% | -1.5% |
| 6M | -2.9% | +21.1% | -24.0% | -11.6% |
| YTD | +12.6% | +30.4% | -17.8% | -0.9% |
| 1Y | +17.5% | +18.4% | -0.9% | +7.7% |
| 3Y | +46.2% | +65.5% | -19.3% | +13.3% |
| 5Y | +12.6% | +29.9% | -17.3% | -4.3% |
| 10Y | +55.7% | +186.6% | -131.0% | -8.8% |
| All | +55.7% | +186.0% | -130.3% | -8.8% |
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