+1,857.3%
UMC vs HST
+101.1%
+1,756.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +20.8% | -2.8% | +23.5% | +21.7% |
| 3M | +16.1% | -6.5% | +22.6% | +18.0% |
| 6M | +137.3% | +20.7% | +116.6% | +123.6% |
| YTD | +193.8% | +30.5% | +163.3% | +169.5% |
| 1Y | +236.1% | +36.8% | +199.3% | +202.7% |
| 3Y | +267.1% | +65.9% | +201.2% | +207.8% |
| 5Y | +145.3% | +73.9% | +71.4% | +103.4% |
| 10Y | +1,857.3% | +107.0% | +1,750.3% | +1,415.4% |
| All | +1,857.3% | +101.1% | +1,756.2% | +1,415.4% |
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