+144.6%
HST vs UL
+106.3%
+38.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +0.6% | +2.6% | -2.0% | -0.3% |
| 30D | +14.5% | +6.8% | +7.7% | +11.9% |
| 3M | +15.4% | +5.7% | +9.7% | +13.1% |
| 6M | +22.0% | +15.9% | +6.1% | +15.7% |
| YTD | +54.9% | +4.3% | +50.6% | +51.4% |
| 1Y | +54.0% | -0.4% | +54.4% | +52.8% |
| 3Y | +90.4% | +35.0% | +55.5% | +67.7% |
| 5Y | +84.2% | +31.6% | +52.6% | +61.1% |
| 10Y | +144.6% | +104.6% | +40.0% | +110.6% |
| All | +144.6% | +106.3% | +38.3% | +110.6% |
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