+137.6%
HST vs URA
+278.3%
-140.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.3% |
| 7D | -2.7% | -4.1% | +1.4% | -1.6% |
| 30D | +10.7% | -19.0% | +29.7% | +17.1% |
| 3M | +6.3% | -25.1% | +31.4% | +14.3% |
| 6M | +19.0% | -44.5% | +63.5% | +38.1% |
| YTD | +47.0% | -24.3% | +71.3% | +52.4% |
| 1Y | +53.4% | -28.1% | +81.6% | +60.7% |
| 3Y | +78.0% | +40.7% | +37.3% | +38.5% |
| 5Y | +71.7% | +35.5% | +36.2% | +29.5% |
| All | +137.6% | +278.3% | -140.7% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling