+78.0%
HST vs LEN
-18.1%
+96.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.9% |
| 7D | -2.7% | +2.1% | -4.8% | -3.5% |
| 30D | +10.7% | +16.6% | -5.9% | +5.2% |
| 3M | +6.3% | +5.3% | +0.9% | +3.7% |
| 6M | +19.0% | -0.8% | +19.7% | +17.9% |
| YTD | +47.0% | -11.7% | +58.8% | +50.3% |
| 1Y | +53.4% | -24.6% | +78.0% | +65.3% |
| 3Y | +78.0% | -18.7% | +96.7% | +73.2% |
| All | +78.0% | -18.1% | +96.1% | +73.2% |
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 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