+107.0%
HST vs LEN
+103.7%
+3.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.3% | -3.4% | +3.1% | +0.9% |
| 30D | -2.8% | -5.7% | +2.9% | -0.9% |
| 3M | -6.5% | -12.2% | +5.8% | -2.6% |
| 6M | +20.7% | -18.3% | +39.0% | +28.4% |
| YTD | +30.5% | -20.2% | +50.6% | +39.3% |
| 1Y | +36.8% | -40.1% | +76.8% | +61.2% |
| 3Y | +65.9% | -26.2% | +92.1% | +76.1% |
| 5Y | +73.9% | -9.8% | +83.7% | +66.8% |
| 10Y | +107.0% | +109.1% | -2.1% | +33.3% |
| All | +107.0% | +103.7% | +3.3% | +33.3% |
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