+36.8%
HST vs UL
-8.6%
+45.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | -2.8% | -0.6% | -2.2% | -2.7% |
| 3M | -6.5% | +9.4% | -15.9% | -8.1% |
| 6M | +20.7% | -4.1% | +24.8% | +21.1% |
| YTD | +30.5% | -2.0% | +32.4% | +29.2% |
| 1Y | +36.8% | -9.0% | +45.7% | +37.6% |
| All | +36.8% | -8.6% | +45.4% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling