-10.9%
LVS vs HST
+143.2%
-154.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.2% |
| 30D | +13.8% | +14.5% | -0.7% | +5.2% |
| 3M | -9.5% | +15.4% | -24.9% | -16.7% |
| 6M | -22.0% | +22.0% | -44.0% | -31.0% |
| YTD | -35.7% | +54.9% | -90.5% | -50.7% |
| 1Y | -36.7% | +54.0% | -90.6% | -51.5% |
| 3Y | -8.8% | +90.4% | -99.3% | -39.6% |
| 5Y | +9.5% | +84.2% | -74.7% | -28.1% |
| 10Y | -10.9% | +144.6% | -155.5% | -48.0% |
| All | -10.9% | +143.2% | -154.2% | -48.0% |
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