+48.6%
HAS vs LH
+62.5%
-14.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +31.0% | +17.5% | +13.5% | +22.7% |
| 3M | +30.7% | +16.1% | +14.6% | +22.7% |
| 6M | +23.9% | +43.4% | -19.5% | +6.4% |
| YTD | +48.3% | +47.2% | +1.1% | +25.5% |
| 1Y | +60.2% | +50.1% | +10.1% | +34.4% |
| 3Y | +189.2% | +81.2% | +108.1% | +120.6% |
| All | +48.6% | +62.5% | -14.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling