+87.5%
HST vs LII
-8.2%
+95.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.6% | +2.9% | +0.6% | +2.6% |
| 30D | +11.2% | +0.9% | +10.3% | +10.5% |
| 3M | +13.1% | -15.5% | +28.6% | +18.8% |
| 6M | +23.9% | -30.2% | +54.1% | +35.8% |
| YTD | +52.3% | -26.8% | +79.1% | +62.0% |
| 1Y | +56.7% | -25.3% | +81.9% | +64.9% |
| 3Y | +87.5% | -7.8% | +95.3% | +77.8% |
| All | +87.5% | -8.2% | +95.7% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling