+47.7%
HAS vs LH
+54.7%
-7.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +26.3% | +16.7% | +9.5% | +18.5% |
| 3M | +25.6% | +15.1% | +10.5% | +18.3% |
| 6M | +30.3% | +46.3% | -16.1% | +10.6% |
| YTD | +50.4% | +48.8% | +1.6% | +26.3% |
| 1Y | +57.7% | +39.7% | +18.0% | +36.2% |
| 3Y | +213.4% | +87.0% | +126.3% | +134.4% |
| All | +47.7% | +54.7% | -7.0% | +11.0% |
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