+42.8%
LRCX vs HST
+76.4%
-33.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.6% |
| 7D | -12.8% | +3.3% | -16.1% | -13.9% |
| 30D | -36.0% | +16.4% | -52.3% | -39.9% |
| 3M | -30.2% | +5.5% | -35.7% | -31.7% |
| 6M | -14.2% | +31.1% | -45.3% | -27.2% |
| YTD | +29.7% | +55.9% | -26.2% | +2.4% |
| 1Y | +42.8% | +75.6% | -32.8% | +8.6% |
| All | +42.8% | +76.4% | -33.6% | +8.6% |
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 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