+1,330.6%
HST vs LEN
+10,533.4%
-9,202.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -1.0% | -3.2% | +2.2% | +0.2% |
| 30D | -12.3% | -4.9% | -7.4% | -10.7% |
| 3M | -6.4% | -8.5% | +2.1% | -3.8% |
| 6M | +15.0% | -20.7% | +35.7% | +24.1% |
| YTD | +30.5% | -17.4% | +47.9% | +38.1% |
| 1Y | +35.7% | -38.2% | +73.9% | +59.0% |
| 3Y | +68.4% | -24.9% | +93.3% | +78.6% |
| 5Y | +73.1% | -11.4% | +84.6% | +68.5% |
| 10Y | +92.7% | +110.0% | -17.3% | +22.1% |
| All | +1,330.6% | +10,533.4% | -9,202.8% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling