+544.4%
LNG vs HST
+108.5%
+435.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.7% | -0.3% | -6.4% | -6.6% |
| 30D | +3.9% | -2.8% | +6.6% | +4.7% |
| 3M | +15.5% | -6.5% | +22.0% | +17.3% |
| 6M | +10.5% | +20.7% | -10.2% | +2.9% |
| YTD | +43.0% | +30.5% | +12.5% | +29.6% |
| 1Y | +18.9% | +36.8% | -17.9% | +5.7% |
| 3Y | +74.7% | +65.9% | +8.8% | +41.8% |
| 5Y | +231.2% | +73.9% | +157.3% | +156.3% |
| All | +544.4% | +108.5% | +435.9% | +368.6% |
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