+1,236.6%
LNG vs HST
+901.8%
+334.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +4.0% |
| 7D | +4.5% | -1.3% | +5.8% | +5.0% |
| 30D | +8.0% | +13.4% | -5.3% | +2.8% |
| 3M | +15.0% | +16.7% | -1.7% | +8.1% |
| 6M | +27.1% | +24.0% | +3.1% | +15.9% |
| YTD | +58.1% | +54.0% | +4.2% | +31.6% |
| 1Y | +45.0% | +55.0% | -10.0% | +20.0% |
| 3Y | +82.6% | +89.3% | -6.7% | +35.9% |
| 5Y | +206.8% | +85.4% | +121.4% | +121.5% |
| 10Y | +796.3% | +137.1% | +659.2% | +435.4% |
| All | +1,236.6% | +901.8% | +334.8% | +498.3% |
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