+1,330.6%
HST vs UL
+2,661.1%
-1,330.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.4% |
| 30D | -12.3% | +0.5% | -12.7% | -12.5% |
| 3M | -6.4% | +17.6% | -24.0% | -13.4% |
| 6M | +15.0% | -5.4% | +20.4% | +17.0% |
| YTD | +30.5% | +0.7% | +29.8% | +28.7% |
| 1Y | +35.7% | -9.3% | +44.9% | +40.0% |
| 3Y | +68.4% | +24.5% | +43.8% | +47.8% |
| 5Y | +73.1% | +23.2% | +49.9% | +49.4% |
| 10Y | +92.7% | +64.5% | +28.3% | +38.9% |
| All | +1,330.6% | +2,661.1% | -1,330.5% | +229.6% |
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 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