+9.9%
HL vs HST
+1,597.5%
-1,587.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -9.8% | -8.0% |
| 7D | +8.2% | +0.6% | +7.6% | +8.0% |
| 30D | -16.3% | +14.5% | -30.8% | -19.3% |
| 3M | -18.6% | +15.4% | -34.0% | -21.6% |
| 6M | -23.2% | +22.0% | -45.2% | -27.3% |
| YTD | -25.5% | +54.9% | -80.3% | -33.7% |
| 1Y | -4.8% | +54.0% | -58.7% | -15.1% |
| 3Y | +281.4% | +90.4% | +191.0% | +219.2% |
| 5Y | +137.8% | +84.2% | +53.6% | +99.1% |
| 10Y | +135.5% | +144.6% | -9.1% | +73.3% |
| All | +9.9% | +1,597.5% | -1,587.5% | -28.9% |
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 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