+3,586.8%
LITE vs HST
+102.6%
+3,484.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.1% | -8.4% |
| 7D | -31.4% | +3.3% | -34.7% | -32.4% |
| 30D | -42.6% | +16.4% | -58.9% | -46.2% |
| 3M | -26.2% | +5.5% | -31.7% | -28.1% |
| 6M | -35.8% | +31.1% | -66.9% | -43.5% |
| YTD | +70.0% | +55.9% | +14.1% | +38.7% |
| 1Y | +232.7% | +75.6% | +157.1% | +158.0% |
| 3Y | +1,365.7% | +87.8% | +1,278.0% | +1,018.2% |
| 5Y | +609.5% | +86.6% | +522.8% | +433.2% |
| 10Y | +1,721.9% | +161.1% | +1,560.9% | +1,073.8% |
| All | +3,586.8% | +102.6% | +3,484.2% | +2,511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling