+94.6%
HSY vs LBRT
+38.7%
+55.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | 0.0% |
| 7D | -1.6% | +6.9% | -8.5% | -1.7% |
| 30D | -4.2% | +7.8% | -12.0% | -4.5% |
| 3M | -0.7% | -25.3% | +24.5% | 0.0% |
| 6M | -21.8% | -19.6% | -2.2% | -21.6% |
| YTD | -2.7% | +17.2% | -19.8% | -3.9% |
| 1Y | -4.8% | +114.1% | -118.9% | -8.7% |
| 3Y | -9.4% | +27.0% | -36.4% | -12.2% |
| 5Y | +11.3% | +128.3% | -117.0% | +3.6% |
| All | +94.6% | +38.7% | +55.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling