+52.5%
HST vs LBRT
-23.3%
+75.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.6% | +13.8% | -10.2% | +3.3% |
| 30D | +9.9% | -32.4% | +42.3% | +10.0% |
| 3M | +12.9% | -39.9% | +52.8% | +13.2% |
| 6M | +22.9% | -60.8% | +83.7% | +24.9% |
| YTD | +52.4% | -29.3% | +81.7% | +45.8% |
| 1Y | +52.5% | -18.9% | +71.4% | +39.1% |
| All | +52.5% | -23.3% | +75.8% | +39.1% |
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