+137.9%
HST vs LII
+170.7%
-32.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.7% |
| 7D | -1.1% | -1.2% | 0.0% | -0.6% |
| 30D | +11.6% | -2.0% | +13.6% | +12.0% |
| 3M | +9.5% | -20.2% | +29.8% | +20.0% |
| 6M | +18.9% | -32.5% | +51.5% | +37.1% |
| YTD | +51.0% | -27.4% | +78.3% | +66.1% |
| 1Y | +53.0% | -28.2% | +81.1% | +68.8% |
| 3Y | +87.5% | -7.2% | +94.7% | +75.1% |
| 5Y | +76.7% | +19.9% | +56.8% | +39.7% |
| 10Y | +137.9% | +168.6% | -30.7% | +23.1% |
| All | +137.9% | +170.7% | -32.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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