+130.0%
HL vs HST
+133.7%
-3.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -11.1% | +3.6% | -14.7% | -12.3% |
| 30D | -12.1% | +11.2% | -23.3% | -15.5% |
| 3M | -26.1% | +13.1% | -39.2% | -29.4% |
| 6M | -37.7% | +23.9% | -61.7% | -42.6% |
| YTD | -31.7% | +52.3% | -84.0% | -41.5% |
| 1Y | -11.6% | +56.7% | -68.3% | -25.1% |
| 3Y | +249.6% | +87.5% | +162.1% | +175.3% |
| 5Y | +108.5% | +82.8% | +25.7% | +63.5% |
| All | +130.0% | +133.7% | -3.7% | +59.6% |
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