+446.1%
LITE vs HST
+70.3%
+375.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.7% | -13.0% | -15.3% |
| 7D | -44.6% | -4.2% | -40.4% | -42.9% |
| 30D | -55.0% | +9.6% | -64.6% | -57.1% |
| 3M | -38.3% | -1.1% | -37.2% | -37.9% |
| 6M | -48.8% | +21.1% | -69.8% | -54.9% |
| YTD | +38.3% | +47.1% | -8.8% | +6.9% |
| 1Y | +119.0% | +64.0% | +55.0% | +57.6% |
| 3Y | +1,092.0% | +77.1% | +1,014.9% | +722.7% |
| 5Y | +446.1% | +71.8% | +374.3% | +273.1% |
| All | +446.1% | +70.3% | +375.8% | +273.1% |
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 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