-3.2%
HL vs HST
+55.5%
-58.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -9.8% | -9.2% |
| 7D | +8.2% | +0.6% | +7.6% | +7.6% |
| 30D | -16.3% | +14.5% | -30.8% | -24.4% |
| 3M | -18.6% | +15.4% | -34.0% | -26.9% |
| 6M | -23.2% | +22.0% | -45.2% | -35.4% |
| YTD | -25.5% | +54.9% | -80.3% | -51.1% |
| All | -3.2% | +55.5% | -58.7% | -37.4% |
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