+3,448.7%
HAS vs LH
+1,382.1%
+2,066.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -1.8% | -2.5% | +0.6% | -1.4% |
| 30D | +2.3% | +4.3% | -2.1% | +1.5% |
| 3M | +10.4% | +25.5% | -15.2% | +6.2% |
| 6M | -3.2% | +17.0% | -20.2% | -5.9% |
| YTD | +15.4% | +31.3% | -15.9% | +10.1% |
| 1Y | +18.8% | +20.0% | -1.2% | +15.0% |
| 3Y | +43.9% | +63.9% | -19.9% | +32.2% |
| 5Y | +13.9% | +30.9% | -17.0% | +7.9% |
| 10Y | +56.4% | +191.4% | -135.0% | +30.9% |
| All | +3,448.7% | +1,382.1% | +2,066.7% | +1,998.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling