+67.5%
HST vs LII
+5.3%
+62.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -12.3% | -12.6% | +0.4% | -8.3% |
| 3M | -6.4% | -24.4% | +18.1% | +0.8% |
| 6M | +15.0% | -28.7% | +43.7% | +25.9% |
| YTD | +30.5% | -19.1% | +49.7% | +35.2% |
| 1Y | +35.7% | -29.7% | +65.4% | +47.8% |
| All | +67.5% | +5.3% | +62.2% | +53.5% |
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