+6.7%
LVS vs HST
+72.4%
-65.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.3% | +2.0% | -1.7% | -0.8% |
| 30D | -3.9% | -5.2% | +1.3% | -1.0% |
| 3M | -12.9% | -6.2% | -6.6% | -10.2% |
| 6M | -16.9% | +20.4% | -37.4% | -26.4% |
| YTD | -31.2% | +30.6% | -61.9% | -42.1% |
| 1Y | -16.4% | +37.4% | -53.8% | -32.1% |
| 3Y | -4.4% | +66.1% | -70.5% | -33.1% |
| 5Y | +6.7% | +73.7% | -67.0% | -34.3% |
| All | +6.7% | +72.4% | -65.8% | -34.3% |
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