+122.4%
HST vs LH
+261.9%
-139.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.1% |
| 30D | +11.2% | +16.7% | -5.5% | +4.3% |
| 3M | +13.1% | +15.1% | -2.0% | +6.5% |
| 6M | +23.9% | +46.3% | -22.4% | +5.3% |
| YTD | +52.3% | +48.8% | +3.5% | +28.1% |
| 1Y | +56.7% | +39.7% | +17.0% | +35.3% |
| 3Y | +87.5% | +87.0% | +0.5% | +41.2% |
| 5Y | +82.8% | +53.0% | +29.8% | +46.5% |
| All | +122.4% | +261.9% | -139.5% | +15.3% |
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