-80.8%
LYFT vs HST
+56.0%
-136.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.4% |
| 7D | -13.1% | +0.7% | -13.8% | -13.6% |
| 30D | -14.4% | -0.7% | -13.7% | -14.0% |
| 3M | +12.2% | -4.0% | +16.2% | +15.1% |
| 6M | +13.4% | +20.7% | -7.3% | -4.5% |
| YTD | -22.5% | +31.0% | -53.5% | -39.1% |
| 1Y | -20.8% | +36.2% | -57.0% | -40.1% |
| 3Y | +38.8% | +66.6% | -27.8% | -12.1% |
| 5Y | -70.0% | +75.8% | -145.8% | -82.0% |
| All | -80.8% | +56.0% | -136.8% | -90.3% |
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