+77.3%
HST vs LBRT
-15.3%
+92.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +3.6% | +9.2% | -5.6% | +1.6% |
| 30D | +11.2% | -27.5% | +38.7% | +17.7% |
| 3M | +13.1% | -37.9% | +51.0% | +23.0% |
| 6M | +23.9% | -60.7% | +84.6% | +46.4% |
| YTD | +52.3% | -28.5% | +80.8% | +55.2% |
| 1Y | +56.7% | -13.2% | +69.9% | +52.3% |
| 3Y | +87.5% | -28.8% | +116.3% | +79.6% |
| 5Y | +82.8% | +28.0% | +54.8% | +44.8% |
| All | +77.3% | -15.3% | +92.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling