+32.5%
HST vs UMAC
+508.0%
-475.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | 0.0% |
| 7D | -0.3% | +3.3% | -3.6% | -0.4% |
| 30D | -2.8% | -10.4% | +7.6% | -2.7% |
| 3M | -6.5% | +1.8% | -8.2% | -6.8% |
| 6M | +20.7% | +40.7% | -20.0% | +18.6% |
| YTD | +30.5% | +90.9% | -60.4% | +26.8% |
| 1Y | +36.8% | +151.8% | -115.0% | +31.4% |
| All | +32.5% | +508.0% | -475.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling