+253.0%
UMC vs HST
+68.6%
+184.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +6.6% | +2.0% | +4.6% | +5.9% |
| 30D | +16.6% | -5.2% | +21.8% | +18.4% |
| 3M | +11.0% | -6.2% | +17.3% | +12.6% |
| 6M | +131.3% | +20.4% | +110.9% | +116.7% |
| YTD | +182.5% | +30.6% | +151.9% | +156.9% |
| 1Y | +222.3% | +37.4% | +184.9% | +186.8% |
| 3Y | +253.0% | +66.1% | +186.9% | +172.0% |
| All | +253.0% | +68.6% | +184.4% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling