+6.5%
LVS vs HST
+72.3%
-65.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +11.1% | -2.7% | +13.8% | +12.6% |
| 30D | +14.7% | +10.7% | +4.0% | +8.3% |
| 3M | -10.9% | +6.3% | -17.2% | -14.1% |
| 6M | -22.3% | +19.0% | -41.3% | -30.3% |
| YTD | -35.8% | +47.0% | -82.8% | -49.4% |
| 1Y | -33.5% | +53.4% | -86.9% | -49.0% |
| 3Y | -11.7% | +78.0% | -89.7% | -40.0% |
| All | +6.5% | +72.3% | -65.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling