+107.0%
HST vs LNT
+140.9%
-33.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -2.8% | -0.5% | -2.3% | -2.6% |
| 3M | -6.5% | -5.5% | -1.0% | -4.4% |
| 6M | +20.7% | -3.8% | +24.5% | +22.2% |
| YTD | +30.5% | +6.8% | +23.6% | +26.0% |
| 1Y | +36.8% | +9.3% | +27.5% | +30.6% |
| 3Y | +65.9% | +47.9% | +18.0% | +36.1% |
| 5Y | +73.9% | +31.6% | +42.3% | +48.4% |
| 10Y | +107.0% | +150.1% | -43.1% | +43.2% |
| All | +107.0% | +140.9% | -33.9% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling