-17.7%
LVS vs HST
+38.1%
-55.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -3.2% | -12.3% | +9.0% | -0.7% |
| 3M | -12.0% | -6.4% | -5.6% | -11.1% |
| 6M | -19.9% | +15.0% | -34.9% | -23.8% |
| YTD | -30.6% | +30.5% | -61.1% | -35.8% |
| 1Y | -17.7% | +35.7% | -53.4% | -19.5% |
| All | -17.7% | +38.1% | -55.8% | -19.5% |
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