+107.0%
HST vs LH
+185.6%
-78.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.3% |
| 7D | -0.3% | -3.2% | +2.9% | +1.0% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | -6.5% | +18.6% | -25.1% | -13.1% |
| 6M | +20.7% | +17.9% | +2.8% | +12.2% |
| YTD | +30.5% | +28.9% | +1.5% | +16.6% |
| 1Y | +36.8% | +16.6% | +20.2% | +27.1% |
| 3Y | +65.9% | +63.6% | +2.3% | +32.2% |
| 5Y | +73.9% | +30.0% | +43.9% | +49.2% |
| 10Y | +107.0% | +191.9% | -84.9% | +13.4% |
| All | +107.0% | +185.6% | -78.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling