+66.3%
UBER vs HST
+82.8%
-16.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | +0.5% | +3.6% | -3.1% | -1.5% |
| 30D | -3.1% | +9.9% | -13.0% | -8.2% |
| 3M | -8.3% | +12.9% | -21.2% | -14.4% |
| 6M | -9.5% | +22.9% | -32.4% | -20.2% |
| YTD | -15.4% | +52.4% | -67.8% | -34.4% |
| 1Y | -26.1% | +52.5% | -78.7% | -42.9% |
| 3Y | +34.0% | +87.4% | -53.4% | -10.6% |
| 5Y | +53.2% | +82.9% | -29.7% | +3.1% |
| All | +66.3% | +82.8% | -16.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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