+53.4%
HST vs URA
-31.4%
+84.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | -2.7% | -4.1% | +1.4% | -2.4% |
| 30D | +10.7% | -19.0% | +29.7% | +12.4% |
| 3M | +6.3% | -25.1% | +31.4% | +8.3% |
| 6M | +19.0% | -44.5% | +63.5% | +24.3% |
| YTD | +47.0% | -24.3% | +71.3% | +48.6% |
| 1Y | +53.4% | -28.1% | +81.6% | +55.2% |
| All | +53.4% | -31.4% | +84.8% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling