+1,402.3%
LITE vs HST
+142.8%
+1,259.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -2.7% | -33.2% | -35.0% |
| 30D | -51.5% | +10.7% | -62.2% | -53.5% |
| 3M | -35.7% | +6.3% | -42.0% | -37.3% |
| 6M | -43.0% | +19.0% | -61.9% | -47.6% |
| YTD | +46.1% | +47.0% | -0.9% | +21.7% |
| 1Y | +124.7% | +53.4% | +71.3% | +83.6% |
| 3Y | +1,172.1% | +78.0% | +1,094.1% | +884.5% |
| 5Y | +477.0% | +71.7% | +405.3% | +343.9% |
| All | +1,402.3% | +142.8% | +1,259.5% | +931.0% |
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