+13.4%
HL vs HST
+1,511.7%
-1,498.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.9% | -2.7% | +11.6% | +9.8% |
| 30D | -10.1% | +10.7% | -20.8% | -12.4% |
| 3M | -7.0% | +6.3% | -13.3% | -8.5% |
| 6M | -18.8% | +19.0% | -37.7% | -22.5% |
| YTD | -23.1% | +47.0% | -70.2% | -30.6% |
| 1Y | +8.9% | +53.4% | -44.6% | -2.7% |
| 3Y | +255.0% | +78.0% | +177.0% | +202.7% |
| 5Y | +151.5% | +71.7% | +79.8% | +114.6% |
| 10Y | +138.4% | +146.2% | -7.8% | +75.5% |
| All | +13.4% | +1,511.7% | -1,498.3% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling