+144.6%
HST vs LEN
+147.0%
-2.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +7.9% | +4.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.1% |
| 30D | +14.5% | +13.0% | +1.5% | +9.0% |
| 3M | +15.4% | +1.9% | +13.5% | +13.4% |
| 6M | +22.0% | -0.7% | +22.7% | +20.4% |
| YTD | +54.9% | -13.8% | +68.7% | +59.5% |
| 1Y | +54.0% | -28.1% | +82.1% | +68.8% |
| 3Y | +90.4% | -22.8% | +113.3% | +97.6% |
| 5Y | +84.2% | -7.4% | +91.6% | +73.5% |
| 10Y | +144.6% | +143.7% | +0.9% | +57.7% |
| All | +144.6% | +147.0% | -2.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling