+130.1%
HST vs URA
-31.1%
+161.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -12.3% | +7.4% | -19.6% | -14.5% |
| 3M | -6.4% | -8.4% | +2.0% | -4.8% |
| 6M | +15.0% | -12.7% | +27.7% | +17.4% |
| YTD | +30.5% | +7.8% | +22.7% | +22.3% |
| 1Y | +35.7% | +19.5% | +16.2% | +19.7% |
| 3Y | +68.4% | +116.4% | -48.0% | +12.8% |
| 5Y | +73.1% | +134.3% | -61.2% | +5.8% |
| 10Y | +92.7% | +359.3% | -266.5% | -17.7% |
| All | +130.1% | -31.1% | +161.2% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling