+2,331.0%
LITE vs HST
+92.5%
+2,238.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | +6.7% | -12.3% | +18.9% | +12.7% |
| 3M | -6.8% | -6.4% | -0.4% | -4.7% |
| 6M | +29.4% | +15.0% | +14.4% | +20.5% |
| YTD | +139.1% | +30.5% | +108.6% | +109.4% |
| 1Y | +521.0% | +35.7% | +485.3% | +434.8% |
| 3Y | +1,535.3% | +68.4% | +1,466.9% | +1,201.1% |
| 5Y | +889.8% | +73.1% | +816.7% | +667.7% |
| All | +2,331.0% | +92.5% | +2,238.5% | +1,843.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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