+54.0%
HST vs LEN
-27.0%
+81.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +7.9% | +3.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +14.5% | +13.0% | +1.5% | +10.4% |
| 3M | +15.4% | +1.9% | +13.5% | +14.1% |
| 6M | +22.0% | -0.7% | +22.7% | +21.0% |
| YTD | +54.9% | -13.8% | +68.7% | +58.2% |
| 1Y | +54.0% | -28.1% | +82.1% | +66.6% |
| All | +54.0% | -27.0% | +81.0% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling