+98.2%
HST vs LDOS
+494.7%
-396.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -1.0% | -5.4% | +4.4% | +1.5% |
| 30D | -12.3% | +4.9% | -17.1% | -14.8% |
| 3M | -6.4% | +7.2% | -13.5% | -10.9% |
| 6M | +15.0% | -24.2% | +39.3% | +28.7% |
| YTD | +30.5% | -25.8% | +56.3% | +45.8% |
| 1Y | +35.7% | -24.7% | +60.4% | +49.7% |
| 3Y | +68.4% | +39.3% | +29.1% | +29.4% |
| 5Y | +73.1% | +43.3% | +29.8% | +27.0% |
| 10Y | +92.7% | +278.6% | -185.8% | -22.3% |
| All | +98.2% | +494.7% | -396.5% | -44.3% |
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