+1,255.2%
LNG vs HST
+890.9%
+364.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +11.3% | +3.6% | +7.8% | +9.8% |
| 30D | +10.6% | +11.2% | -0.6% | +6.0% |
| 3M | +16.1% | +13.1% | +3.0% | +10.5% |
| 6M | +29.6% | +23.9% | +5.6% | +18.1% |
| YTD | +60.3% | +52.3% | +8.0% | +33.9% |
| 1Y | +46.1% | +56.7% | -10.6% | +20.4% |
| 3Y | +85.9% | +87.5% | -1.6% | +38.8% |
| 5Y | +210.8% | +82.8% | +128.0% | +125.6% |
| 10Y | +808.8% | +134.6% | +674.2% | +445.1% |
| All | +1,255.2% | +890.9% | +364.3% | +509.2% |
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 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