+417.4%
HL vs HST
+68.6%
+348.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +7.1% | +2.0% | +5.1% | +6.1% |
| 30D | +21.4% | -5.2% | +26.7% | +24.7% |
| 3M | +37.4% | -6.2% | +43.7% | +41.8% |
| 6M | +0.4% | +20.4% | -20.0% | -9.1% |
| YTD | +6.7% | +30.6% | -23.9% | -6.8% |
| 1Y | +102.4% | +37.4% | +65.0% | +72.9% |
| 3Y | +417.4% | +66.1% | +351.3% | +301.9% |
| All | +417.4% | +68.6% | +348.8% | +301.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling