+2,012.0%
HST vs LH
+1,587.6%
+424.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +13.4% | +18.0% | -4.6% | +9.6% |
| 3M | +16.7% | +15.7% | +1.0% | +13.1% |
| 6M | +24.0% | +46.6% | -22.6% | +14.4% |
| YTD | +54.0% | +49.5% | +4.5% | +41.3% |
| 1Y | +55.0% | +40.2% | +14.9% | +44.2% |
| 3Y | +89.3% | +87.6% | +1.8% | +65.3% |
| 5Y | +85.4% | +59.3% | +26.2% | +66.0% |
| 10Y | +137.1% | +266.1% | -128.9% | +78.8% |
| All | +2,012.0% | +1,587.6% | +424.3% | +1,064.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling