+52.3%
LVS vs HST
+187.2%
-134.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.5% | -1.0% | -0.5% | -0.9% |
| 30D | -3.2% | -12.3% | +9.0% | +4.3% |
| 3M | -12.0% | -6.4% | -5.6% | -9.1% |
| 6M | -19.9% | +15.0% | -34.9% | -27.1% |
| YTD | -30.6% | +30.5% | -61.1% | -41.7% |
| 1Y | -17.7% | +35.7% | -53.4% | -32.9% |
| 3Y | -14.2% | +68.4% | -82.6% | -39.8% |
| 5Y | +9.6% | +73.1% | -63.5% | -26.0% |
| 10Y | +5.7% | +92.7% | -87.1% | -39.1% |
| All | +52.3% | +187.2% | -134.9% | -43.4% |
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