+71.2%
HST vs LBRT
-26.4%
+97.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -13.7% | +8.0% | -2.9% |
| 7D | -4.2% | -34.8% | +30.6% | +4.1% |
| 30D | +9.6% | -43.6% | +53.2% | +22.2% |
| 3M | -1.1% | -41.2% | +40.1% | +8.7% |
| 6M | +21.1% | -66.1% | +87.2% | +47.5% |
| YTD | +47.1% | -37.9% | +85.0% | +54.5% |
| 1Y | +64.0% | -33.9% | +97.9% | +69.1% |
| 3Y | +77.1% | -40.9% | +118.0% | +76.6% |
| 5Y | +71.8% | +2.1% | +69.6% | +43.0% |
| All | +71.2% | -26.4% | +97.7% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling