+59.1%
HL vs HST
+1,330.6%
-1,271.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | +25.1% | -12.3% | +37.3% | +29.5% |
| 3M | +22.9% | -6.4% | +29.3% | +25.1% |
| 6M | -4.9% | +15.0% | -19.9% | -8.5% |
| YTD | +7.8% | +30.5% | -22.7% | +0.5% |
| 1Y | +133.9% | +35.7% | +98.2% | +115.9% |
| 3Y | +380.9% | +68.4% | +312.5% | +315.9% |
| 5Y | +230.2% | +73.1% | +157.1% | +181.5% |
| 10Y | +265.6% | +92.7% | +172.8% | +186.7% |
| All | +59.1% | +1,330.6% | -1,271.5% | +7.8% |
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