+1,991.5%
LVS vs HBM
+654.2%
+1,337.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.5% |
| 7D | +0.3% | +7.3% | -7.0% | -1.8% |
| 30D | -3.9% | +5.0% | -8.9% | -5.6% |
| 3M | -12.9% | +11.1% | -24.0% | -17.2% |
| 6M | -16.9% | +30.2% | -47.1% | -26.2% |
| YTD | -31.2% | +46.2% | -77.4% | -41.8% |
| 1Y | -16.4% | +120.0% | -136.4% | -38.4% |
| 3Y | -4.4% | +527.3% | -531.7% | -52.2% |
| 5Y | +6.7% | +400.3% | -393.6% | -46.5% |
| 10Y | +1.4% | +621.3% | -619.9% | -66.6% |
| All | +1,991.5% | +654.2% | +1,337.3% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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