+66.1%
HST vs UL
+24.1%
+42.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | -5.2% | +0.9% | -6.2% | -5.4% |
| 3M | -6.2% | +14.2% | -20.5% | -9.0% |
| 6M | +20.4% | -3.2% | +23.6% | +21.0% |
| YTD | +30.6% | -0.3% | +31.0% | +30.0% |
| 1Y | +37.4% | -8.8% | +46.1% | +39.3% |
| 3Y | +66.1% | +23.9% | +42.3% | +49.5% |
| All | +66.1% | +24.1% | +42.0% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling