+1,342.9%
HST vs LUMN
+156.1%
+1,186.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.1% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | -2.5% | +10.3% | -12.8% | -4.7% |
| 3M | -5.1% | -18.3% | +13.1% | -2.0% |
| 6M | +21.6% | +4.4% | +17.3% | +17.6% |
| YTD | +31.6% | -10.7% | +42.3% | +28.6% |
| 1Y | +36.1% | +14.0% | +22.2% | +22.7% |
| 3Y | +66.5% | +406.6% | -340.1% | -25.7% |
| 5Y | +76.6% | -36.8% | +113.4% | +44.4% |
| 10Y | +108.9% | -56.2% | +165.1% | +66.9% |
| All | +1,342.9% | +156.1% | +1,186.8% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling