+1,916.9%
HST vs LH
+1,562.0%
+354.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +10.7% | +17.5% | -6.8% | +7.1% |
| 3M | +6.3% | +16.1% | -9.8% | +2.9% |
| 6M | +19.0% | +43.4% | -24.4% | +10.2% |
| YTD | +47.0% | +47.2% | -0.2% | +35.4% |
| 1Y | +53.4% | +50.1% | +3.3% | +40.7% |
| 3Y | +78.0% | +81.2% | -3.2% | +56.5% |
| 5Y | +71.7% | +63.7% | +8.0% | +52.8% |
| 10Y | +146.2% | +269.2% | -123.0% | +85.4% |
| All | +1,916.9% | +1,562.0% | +354.9% | +1,015.0% |
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