+490.8%
LITE vs HST
+71.5%
+419.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -2.7% | -33.2% | -34.6% |
| 30D | -51.5% | +10.7% | -62.2% | -54.1% |
| 3M | -35.7% | +6.3% | -42.0% | -37.7% |
| 6M | -43.0% | +19.0% | -61.9% | -49.3% |
| YTD | +46.1% | +47.0% | -0.9% | +13.0% |
| 1Y | +124.7% | +53.4% | +71.3% | +68.9% |
| 3Y | +1,172.1% | +78.0% | +1,094.1% | +776.0% |
| All | +490.8% | +71.5% | +419.3% | +306.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling