+99.8%
HST vs URA
+371.9%
-272.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | +2.0% | +8.1% | -6.1% | -0.3% |
| 30D | -5.2% | +5.8% | -11.0% | -7.0% |
| 3M | -6.2% | +3.4% | -9.7% | -7.9% |
| 6M | +20.4% | -2.6% | +23.1% | +18.8% |
| YTD | +30.6% | +11.2% | +19.5% | +22.1% |
| 1Y | +37.4% | +19.8% | +17.5% | +22.6% |
| 3Y | +66.1% | +121.5% | -55.3% | +13.3% |
| 5Y | +73.7% | +134.5% | -60.7% | +9.3% |
| 10Y | +99.8% | +376.7% | -276.9% | -10.6% |
| All | +99.8% | +371.9% | -272.1% | -10.6% |
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