+32.7%
HST vs UMAC
+549.5%
-516.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.3% | -0.1% |
| 7D | +2.0% | +14.7% | -12.7% | +1.7% |
| 30D | -5.2% | -0.5% | -4.7% | -5.3% |
| 3M | -6.2% | +0.5% | -6.7% | -6.6% |
| 6M | +20.4% | +57.9% | -37.5% | +18.0% |
| YTD | +30.6% | +103.9% | -73.3% | +26.8% |
| 1Y | +37.4% | +159.3% | -121.9% | +31.9% |
| All | +32.7% | +549.5% | -516.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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