+109.0%
HST vs LUMN
-55.8%
+164.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.6% |
| 30D | -2.5% | +10.3% | -12.8% | -3.6% |
| 3M | -5.1% | -18.3% | +13.1% | -3.4% |
| 6M | +21.6% | +4.4% | +17.3% | +19.5% |
| YTD | +31.6% | -10.7% | +42.3% | +30.3% |
| 1Y | +36.1% | +14.0% | +22.2% | +29.1% |
| 3Y | +66.5% | +406.6% | -340.1% | +8.7% |
| 5Y | +76.6% | -36.8% | +113.4% | +76.1% |
| All | +109.0% | -55.8% | +164.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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