+284.2%
HL vs HST
+101.1%
+183.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +18.8% | -2.8% | +21.6% | +20.2% |
| 3M | +43.7% | -6.5% | +50.2% | +47.4% |
| 6M | -1.0% | +20.7% | -21.8% | -7.9% |
| YTD | +8.7% | +30.5% | -21.7% | -1.4% |
| 1Y | +105.0% | +36.8% | +68.2% | +82.9% |
| 3Y | +427.3% | +65.9% | +361.4% | +334.0% |
| 5Y | +249.3% | +73.9% | +175.4% | +180.8% |
| 10Y | +284.2% | +107.0% | +177.1% | +160.8% |
| All | +284.2% | +101.1% | +183.1% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling