-11.3%
LVS vs HST
+143.8%
-155.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | -1.3% | -1.3% | 0.0% | -0.7% |
| 30D | +12.2% | +13.4% | -1.2% | +4.3% |
| 3M | -11.3% | +16.7% | -28.0% | -18.9% |
| 6M | -21.6% | +24.0% | -45.6% | -31.3% |
| YTD | -36.6% | +54.0% | -90.6% | -51.3% |
| 1Y | -38.4% | +55.0% | -93.4% | -53.0% |
| 3Y | -10.2% | +89.3% | -99.5% | -40.3% |
| 5Y | +9.4% | +85.4% | -76.0% | -28.4% |
| 10Y | -11.3% | +137.1% | -148.5% | -48.1% |
| All | -11.3% | +143.8% | -155.1% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling