+40.9%
LVS vs HST
+223.5%
-182.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +11.1% | -2.7% | +13.8% | +12.7% |
| 30D | +14.7% | +10.7% | +4.0% | +7.8% |
| 3M | -10.9% | +6.3% | -17.2% | -14.3% |
| 6M | -22.3% | +19.0% | -41.3% | -30.7% |
| YTD | -35.8% | +47.0% | -82.8% | -49.8% |
| 1Y | -33.5% | +53.4% | -86.9% | -49.4% |
| 3Y | -11.7% | +78.0% | -89.7% | -39.9% |
| 5Y | +2.6% | +71.7% | -69.1% | -30.5% |
| 10Y | -11.9% | +146.2% | -158.0% | -56.1% |
| All | +40.9% | +223.5% | -182.6% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling