+462.1%
HST vs LII
+3,124.4%
-2,662.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -12.3% | -12.6% | +0.4% | -6.8% |
| 3M | -6.4% | -24.4% | +18.1% | +3.9% |
| 6M | +15.0% | -28.7% | +43.7% | +30.0% |
| YTD | +30.5% | -19.1% | +49.7% | +38.6% |
| 1Y | +35.7% | -29.7% | +65.4% | +52.4% |
| 3Y | +68.4% | +4.8% | +63.6% | +52.8% |
| 5Y | +73.1% | +24.6% | +48.6% | +40.9% |
| 10Y | +92.7% | +169.2% | -76.5% | +5.9% |
| All | +462.1% | +3,124.4% | -2,662.3% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling