+133.9%
HL vs HST
+38.1%
+95.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +1.5% | -1.0% | +2.5% | +2.3% |
| 30D | +25.1% | -12.3% | +37.3% | +37.3% |
| 3M | +22.9% | -6.4% | +29.3% | +27.9% |
| 6M | -4.9% | +15.0% | -19.9% | -17.1% |
| YTD | +7.8% | +30.5% | -22.7% | -16.0% |
| 1Y | +133.9% | +35.7% | +98.2% | +65.5% |
| All | +133.9% | +38.1% | +95.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling