+55.0%
HST vs LSCC
+83.9%
-28.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -10.9% | -1.6% |
| 7D | -1.3% | +14.5% | -15.7% | -2.7% |
| 30D | +13.4% | -0.1% | +13.4% | +12.9% |
| 3M | +16.7% | -2.7% | +19.4% | +16.2% |
| 6M | +24.0% | -4.8% | +28.8% | +22.2% |
| YTD | +54.0% | +66.9% | -12.9% | +35.9% |
| 1Y | +55.0% | +85.8% | -30.8% | +32.1% |
| All | +55.0% | +83.9% | -28.9% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling