+1,512.4%
HST vs LSCC
+9,126.4%
-7,614.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.6% | +2.9% | -3.9% |
| 7D | -4.2% | -4.8% | +0.7% | -3.4% |
| 30D | +9.6% | -27.1% | +36.7% | +16.2% |
| 3M | -1.1% | -23.6% | +22.5% | +3.4% |
| 6M | +21.1% | -19.8% | +40.9% | +23.4% |
| YTD | +47.1% | +33.2% | +13.9% | +33.3% |
| 1Y | +64.0% | +55.2% | +8.8% | +43.6% |
| 3Y | +77.1% | +70.1% | +7.0% | +44.9% |
| 5Y | +71.8% | +19.5% | +52.2% | +45.4% |
| 10Y | +146.3% | +1,164.9% | -1,018.6% | +21.8% |
| All | +1,512.4% | +9,126.4% | -7,614.0% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling