+55.0%
HST vs LBRT
-23.4%
+78.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.6% |
| 7D | -1.3% | -1.9% | +0.6% | -1.3% |
| 30D | +13.4% | -32.0% | +45.4% | +13.4% |
| 3M | +16.7% | -39.7% | +56.4% | +16.9% |
| 6M | +24.0% | -61.1% | +85.1% | +25.9% |
| YTD | +54.0% | -29.4% | +83.3% | +48.5% |
| 1Y | +55.0% | -24.5% | +79.5% | +47.4% |
| All | +55.0% | -23.4% | +78.4% | +47.4% |
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