+78.1%
HST vs LSCC
+69.3%
+8.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.6% | +2.9% | -4.1% |
| 7D | -4.2% | -4.8% | +0.7% | -3.4% |
| 30D | +9.6% | -27.1% | +36.7% | +15.5% |
| 3M | -1.1% | -23.6% | +22.5% | +2.9% |
| 6M | +21.1% | -19.8% | +40.9% | +22.6% |
| YTD | +47.1% | +33.2% | +13.9% | +31.3% |
| 1Y | +64.0% | +55.2% | +8.8% | +41.0% |
| All | +78.1% | +69.3% | +8.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling