+136.8%
HST vs LDOS
+508.5%
-371.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +3.3% | -2.8% | +6.1% | +4.5% |
| 30D | +16.4% | +13.6% | +2.8% | +9.2% |
| 3M | +5.5% | +4.2% | +1.2% | +2.1% |
| 6M | +31.1% | -8.2% | +39.3% | +33.3% |
| YTD | +55.9% | -24.1% | +80.0% | +71.3% |
| 1Y | +75.6% | -31.2% | +106.8% | +102.5% |
| 3Y | +87.8% | +35.0% | +52.8% | +46.6% |
| 5Y | +86.6% | +52.6% | +34.0% | +32.0% |
| 10Y | +161.1% | +261.9% | -100.8% | +8.2% |
| All | +136.8% | +508.5% | -371.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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