+66.1%
HST vs LEN
-25.9%
+92.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +1.4% |
| 7D | +2.0% | -2.9% | +4.9% | +2.9% |
| 30D | -5.2% | -8.9% | +3.6% | -2.4% |
| 3M | -6.2% | -10.9% | +4.7% | -3.1% |
| 6M | +20.4% | -19.7% | +40.1% | +28.4% |
| YTD | +30.6% | -20.6% | +51.2% | +39.1% |
| 1Y | +37.4% | -42.4% | +79.8% | +63.2% |
| 3Y | +66.1% | -26.5% | +92.7% | +66.7% |
| All | +66.1% | -25.9% | +92.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling