+1,178.8%
LNG vs HST
+749.2%
+429.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.4% | -1.0% | +4.5% | +3.8% |
| 30D | +14.9% | -12.3% | +27.1% | +20.4% |
| 3M | +21.4% | -6.4% | +27.7% | +23.7% |
| 6M | +17.8% | +15.0% | +2.8% | +10.0% |
| YTD | +51.3% | +30.5% | +20.8% | +34.3% |
| 1Y | +24.4% | +35.7% | -11.2% | +8.4% |
| 3Y | +79.7% | +68.4% | +11.3% | +39.6% |
| 5Y | +241.3% | +73.1% | +168.2% | +152.9% |
| 10Y | +603.1% | +92.7% | +510.4% | +354.8% |
| All | +1,178.8% | +749.2% | +429.6% | +511.0% |
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 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