+120.4%
UMC vs HST
+53.2%
+67.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +11.2% | +3.6% | +7.6% | +10.1% |
| 30D | -28.0% | +11.2% | -39.2% | -28.3% |
| 3M | -20.5% | +13.1% | -33.6% | -20.9% |
| 6M | -1.6% | +23.9% | -25.5% | -4.2% |
| YTD | +99.4% | +52.3% | +47.1% | +104.3% |
| 1Y | +120.4% | +56.7% | +63.7% | +127.6% |
| All | +120.4% | +53.2% | +67.2% | +127.6% |
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