-36.7%
LVS vs HST
+55.2%
-91.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +13.8% | +14.5% | -0.7% | +9.9% |
| 3M | -9.5% | +15.4% | -24.9% | -12.8% |
| 6M | -22.0% | +22.0% | -44.0% | -26.6% |
| YTD | -35.7% | +54.9% | -90.5% | -43.1% |
| 1Y | -36.7% | +54.0% | -90.6% | -43.9% |
| All | -36.7% | +55.2% | -91.9% | -43.9% |
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