+96.6%
HST vs LSCC
+1,772.4%
-1,675.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -12.3% | -9.7% | -2.6% | -10.3% |
| 3M | -6.4% | -23.7% | +17.4% | -1.8% |
| 6M | +15.0% | +26.5% | -11.5% | +5.3% |
| YTD | +30.5% | +57.5% | -27.0% | +12.2% |
| 1Y | +35.7% | +75.7% | -40.0% | +12.4% |
| 3Y | +68.4% | +19.5% | +48.9% | +44.4% |
| 5Y | +73.1% | +83.8% | -10.6% | +25.7% |
| All | +96.6% | +1,772.4% | -1,675.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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