+4,460.5%
HAS vs LH
+1,562.0%
+2,898.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | +31.0% | +17.5% | +13.5% | +27.6% |
| 3M | +30.7% | +16.1% | +14.6% | +27.4% |
| 6M | +23.9% | +43.4% | -19.5% | +16.5% |
| YTD | +48.3% | +47.2% | +1.1% | +38.8% |
| 1Y | +60.2% | +50.1% | +10.1% | +49.4% |
| 3Y | +189.2% | +81.2% | +108.1% | +161.2% |
| 5Y | +50.4% | +63.7% | -13.3% | +37.4% |
| 10Y | +104.2% | +269.2% | -165.0% | +65.1% |
| All | +4,460.5% | +1,562.0% | +2,898.5% | +2,543.5% |
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