+137.6%
HST vs LII
+162.0%
-24.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.8% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | +10.7% | -4.6% | +15.3% | +12.4% |
| 3M | +6.3% | -21.2% | +27.5% | +17.0% |
| 6M | +19.0% | -36.4% | +55.4% | +40.9% |
| YTD | +47.0% | -28.9% | +76.0% | +63.2% |
| 1Y | +53.4% | -29.5% | +83.0% | +70.8% |
| 3Y | +78.0% | -8.6% | +86.6% | +67.1% |
| 5Y | +71.7% | +20.2% | +51.5% | +35.2% |
| All | +137.6% | +162.0% | -24.4% | +24.0% |
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