+54.0%
HST vs LBRT
-27.7%
+81.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.6% |
| 7D | +0.6% | -15.7% | +16.2% | +0.6% |
| 30D | +14.5% | -34.3% | +48.7% | +14.6% |
| 3M | +15.4% | -40.6% | +56.0% | +15.6% |
| 6M | +22.0% | -62.0% | +84.0% | +23.8% |
| YTD | +54.9% | -31.6% | +86.5% | +49.5% |
| 1Y | +54.0% | -25.8% | +79.8% | +46.7% |
| All | +54.0% | -27.7% | +81.7% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling