+56.7%
HST vs LEN
-30.4%
+87.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | -5.8% | +9.4% | +4.9% |
| 30D | +11.2% | +13.7% | -2.5% | +7.0% |
| 3M | +13.1% | -3.9% | +17.0% | +13.6% |
| 6M | +23.9% | -0.4% | +24.3% | +22.4% |
| YTD | +52.3% | -16.8% | +69.1% | +56.9% |
| 1Y | +56.7% | -29.5% | +86.2% | +70.2% |
| All | +56.7% | -30.4% | +87.1% | +70.2% |
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