+282.3%
HL vs HST
+82.7%
+199.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.9% | -2.7% | +11.6% | +10.6% |
| 30D | -10.1% | +10.7% | -20.8% | -14.6% |
| 3M | -7.0% | +6.3% | -13.3% | -9.9% |
| 6M | -18.8% | +19.0% | -37.7% | -26.0% |
| YTD | -23.1% | +47.0% | -70.2% | -37.0% |
| 1Y | +8.9% | +53.4% | -44.6% | -12.3% |
| All | +282.3% | +82.7% | +199.6% | +157.5% |
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 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