+1,690.3%
HST vs LH
+1,382.1%
+308.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -1.0% | -2.5% | +1.4% | -0.5% |
| 30D | -12.3% | +4.3% | -16.6% | -13.0% |
| 3M | -6.4% | +25.5% | -31.9% | -10.7% |
| 6M | +15.0% | +17.0% | -2.0% | +11.2% |
| YTD | +30.5% | +31.3% | -0.8% | +23.1% |
| 1Y | +35.7% | +20.0% | +15.7% | +30.2% |
| 3Y | +68.4% | +63.9% | +4.5% | +51.2% |
| 5Y | +73.1% | +30.9% | +42.3% | +61.2% |
| 10Y | +92.7% | +191.4% | -98.6% | +51.9% |
| All | +1,690.3% | +1,382.1% | +308.2% | +914.4% |
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 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