+75.6%
HST vs LNT
+13.9%
+61.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.9% |
| 7D | +3.3% | +7.2% | -3.8% | +2.2% |
| 30D | +16.4% | +15.6% | +0.7% | +13.6% |
| 3M | +5.5% | +5.2% | +0.3% | +4.8% |
| 6M | +31.1% | +1.7% | +29.5% | +30.6% |
| YTD | +55.9% | +17.0% | +38.9% | +46.2% |
| 1Y | +75.6% | +14.2% | +61.4% | +66.3% |
| All | +75.6% | +13.9% | +61.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling