+533.5%
HST vs LII
+2,790.7%
-2,257.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.8% | -4.4% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | +9.6% | -4.6% | +14.2% | +11.3% |
| 3M | -1.1% | -21.7% | +20.5% | +9.6% |
| 6M | +21.1% | -32.8% | +53.9% | +40.5% |
| YTD | +47.1% | -27.5% | +74.6% | +63.1% |
| 1Y | +64.0% | -28.0% | +92.0% | +82.2% |
| 3Y | +77.1% | -7.2% | +84.3% | +69.3% |
| 5Y | +71.8% | +22.6% | +49.1% | +39.9% |
| 10Y | +146.3% | +171.5% | -25.2% | +34.0% |
| All | +533.5% | +2,790.7% | -2,257.1% | +32.9% |
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