+107.3%
HST vs UL
+68.0%
+39.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | -5.2% | +0.9% | -6.2% | -5.5% |
| 3M | -6.2% | +14.2% | -20.5% | -10.5% |
| 6M | +20.4% | -3.2% | +23.6% | +21.2% |
| YTD | +30.6% | -0.3% | +31.0% | +29.9% |
| 1Y | +37.4% | -8.8% | +46.1% | +40.5% |
| 3Y | +66.1% | +23.9% | +42.3% | +51.0% |
| 5Y | +73.7% | +21.4% | +52.4% | +56.8% |
| All | +107.3% | +68.0% | +39.3% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling