+73.7%
HST vs LEN
-12.1%
+85.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +1.5% |
| 7D | +2.0% | -2.9% | +4.9% | +3.1% |
| 30D | -5.2% | -8.9% | +3.6% | -2.0% |
| 3M | -6.2% | -10.9% | +4.7% | -2.7% |
| 6M | +20.4% | -19.7% | +40.1% | +29.5% |
| YTD | +30.6% | -20.6% | +51.2% | +40.3% |
| 1Y | +37.4% | -42.4% | +79.8% | +66.8% |
| 3Y | +66.1% | -26.5% | +92.7% | +73.7% |
| 5Y | +73.7% | -10.9% | +84.7% | +57.2% |
| All | +73.7% | -12.1% | +85.8% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling