-31.8%
LVS vs HST
+76.4%
-108.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +6.1% |
| 7D | +13.4% | +3.3% | +10.1% | +12.4% |
| 30D | +12.2% | +16.4% | -4.2% | +7.8% |
| 3M | -10.7% | +5.5% | -16.2% | -12.6% |
| 6M | -19.8% | +31.1% | -51.0% | -26.3% |
| YTD | -35.8% | +55.9% | -91.7% | -43.8% |
| 1Y | -31.8% | +75.6% | -107.4% | -42.4% |
| All | -31.8% | +76.4% | -108.2% | -42.4% |
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