+12.9%
HAS vs LH
+31.5%
-18.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -1.8% | -2.5% | +0.6% | -0.8% |
| 30D | +2.3% | +4.3% | -2.1% | +0.5% |
| 3M | +10.4% | +25.5% | -15.2% | +0.4% |
| 6M | -3.2% | +17.0% | -20.2% | -9.6% |
| YTD | +15.4% | +31.3% | -15.9% | +2.6% |
| 1Y | +18.8% | +20.0% | -1.2% | +9.4% |
| 3Y | +43.9% | +63.9% | -19.9% | +14.8% |
| All | +12.9% | +31.5% | -18.5% | -8.0% |
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