+1,511.7%
HST vs UL
+2,738.5%
-1,226.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.1% |
| 7D | -2.7% | +1.1% | -3.8% | -3.3% |
| 30D | +10.7% | +8.2% | +2.5% | +6.5% |
| 3M | +6.3% | +4.5% | +1.7% | +3.7% |
| 6M | +19.0% | +12.6% | +6.4% | +11.8% |
| YTD | +47.0% | +3.5% | +43.5% | +42.7% |
| 1Y | +53.4% | -0.4% | +53.9% | +51.4% |
| 3Y | +78.0% | +36.0% | +42.0% | +49.5% |
| 5Y | +71.7% | +30.9% | +40.7% | +43.6% |
| 10Y | +146.2% | +97.5% | +48.7% | +61.8% |
| All | +1,511.7% | +2,738.5% | -1,226.8% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling