+94.5%
HSY vs LBRT
+33.5%
+61.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -3.3% | +8.7% | -12.0% | -3.5% |
| 30D | -2.8% | +6.6% | -9.4% | -3.1% |
| 3M | -4.5% | -34.5% | +30.0% | -3.4% |
| 6M | -24.2% | -24.5% | +0.3% | -23.9% |
| YTD | -2.7% | +12.7% | -15.5% | -3.9% |
| 1Y | -3.7% | +94.8% | -98.6% | -7.3% |
| 3Y | -11.5% | +31.9% | -43.3% | -14.4% |
| 5Y | +10.3% | +111.8% | -101.5% | +3.0% |
| All | +94.5% | +33.5% | +61.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling