+73.7%
HST vs LNT
+35.5%
+38.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | -5.2% | -1.1% | -4.1% | -4.9% |
| 3M | -6.2% | -3.6% | -2.6% | -5.3% |
| 6M | +20.4% | -2.7% | +23.1% | +21.0% |
| YTD | +30.6% | +8.0% | +22.6% | +26.7% |
| 1Y | +37.4% | +10.5% | +26.9% | +32.2% |
| 3Y | +66.1% | +49.6% | +16.5% | +42.3% |
| 5Y | +73.7% | +32.2% | +41.5% | +50.3% |
| All | +73.7% | +35.5% | +38.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling