+71.2%
HST vs LBRT
-22.5%
+93.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.1% |
| 7D | -2.7% | -29.1% | +26.5% | +3.9% |
| 30D | +10.7% | -38.4% | +49.1% | +21.2% |
| 3M | +6.3% | -40.1% | +46.3% | +16.4% |
| 6M | +19.0% | -62.9% | +81.9% | +42.3% |
| YTD | +47.0% | -34.5% | +81.6% | +52.7% |
| 1Y | +53.4% | -30.2% | +83.7% | +56.4% |
| 3Y | +78.0% | -37.5% | +115.5% | +75.4% |
| 5Y | +71.7% | +7.6% | +64.1% | +41.4% |
| All | +71.2% | -22.5% | +93.6% | +12.8% |
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