+115.0%
UMC vs HST
+76.4%
+38.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -14.7% | +3.3% | -18.0% | -14.7% |
| 30D | -32.9% | +16.4% | -49.2% | -33.1% |
| 3M | -22.2% | +5.5% | -27.6% | -22.1% |
| 6M | +25.9% | +31.1% | -5.2% | +24.6% |
| YTD | +107.9% | +55.9% | +52.0% | +118.5% |
| 1Y | +115.0% | +75.6% | +39.4% | +135.8% |
| All | +115.0% | +76.4% | +38.7% | +135.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling