+548.8%
LNG vs HST
+109.4%
+439.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -4.5% | +0.7% | -5.2% | -4.7% |
| 30D | +4.7% | -0.7% | +5.3% | +4.8% |
| 3M | +15.1% | -4.0% | +19.2% | +16.0% |
| 6M | +13.6% | +20.7% | -7.1% | +5.7% |
| YTD | +44.0% | +31.0% | +12.9% | +30.3% |
| 1Y | +18.4% | +36.2% | -17.9% | +5.4% |
| 3Y | +75.9% | +66.6% | +9.2% | +42.6% |
| 5Y | +231.7% | +75.8% | +155.9% | +155.7% |
| All | +548.8% | +109.4% | +439.4% | +371.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling