+18.4%
LNG vs HST
+37.1%
-18.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -4.5% | +0.7% | -5.2% | -4.4% |
| 30D | +4.7% | -0.7% | +5.3% | +4.6% |
| 3M | +15.1% | -4.0% | +19.2% | +14.0% |
| 6M | +13.6% | +20.7% | -7.1% | +11.4% |
| YTD | +44.0% | +31.0% | +12.9% | +39.8% |
| 1Y | +18.4% | +36.2% | -17.9% | +14.0% |
| All | +18.4% | +37.1% | -18.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling