+71.7%
HST vs URA
+128.0%
-56.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -12.3% | +7.4% | -19.6% | -13.8% |
| 3M | -6.4% | -8.4% | +2.0% | -5.2% |
| 6M | +15.0% | -12.7% | +27.7% | +16.8% |
| YTD | +30.5% | +7.8% | +22.7% | +24.6% |
| 1Y | +35.7% | +19.5% | +16.2% | +23.6% |
| 3Y | +68.4% | +116.4% | -48.0% | +21.8% |
| All | +71.7% | +128.0% | -56.3% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling