+56.4%
HST vs UMAC
+216.2%
-159.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.3% | -2.9% | +1.7% | -1.3% |
| 30D | +13.4% | -35.6% | +49.0% | +14.2% |
| 3M | +16.7% | -51.3% | +68.0% | +18.0% |
| 6M | +24.0% | -17.5% | +41.5% | +23.2% |
| YTD | +54.0% | -0.7% | +54.7% | +51.4% |
| 1Y | +55.0% | +16.5% | +38.6% | +51.5% |
| All | +56.4% | +216.2% | -159.8% | +42.3% |
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