+1,493.1%
LITE vs HST
+133.7%
+1,359.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +10.8% | +3.6% | +7.2% | +9.1% |
| 30D | -33.4% | +11.2% | -44.6% | -36.2% |
| 3M | -32.2% | +13.1% | -45.3% | -35.7% |
| 6M | -42.1% | +23.9% | -66.0% | -47.6% |
| YTD | +61.9% | +52.3% | +9.6% | +32.8% |
| 1Y | +163.0% | +56.7% | +106.3% | +112.7% |
| 3Y | +1,358.0% | +87.5% | +1,270.5% | +1,005.7% |
| 5Y | +549.9% | +82.8% | +467.1% | +388.2% |
| All | +1,493.1% | +133.7% | +1,359.4% | +1,035.2% |
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