+51.9%
HST vs LBRT
+33.5%
+18.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | -1.0% | +8.3% | -9.3% | -2.7% |
| 30D | -12.3% | +6.1% | -18.4% | -13.7% |
| 3M | -6.4% | -34.8% | +28.4% | +0.9% |
| 6M | +15.0% | -24.8% | +39.8% | +19.1% |
| YTD | +30.5% | +12.2% | +18.3% | +22.7% |
| 1Y | +35.7% | +94.0% | -58.3% | +10.2% |
| 3Y | +68.4% | +31.3% | +37.1% | +42.6% |
| 5Y | +73.1% | +111.8% | -38.7% | +23.8% |
| All | +51.9% | +33.5% | +18.5% | -9.5% |
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