+243.6%
UMC vs HST
+391.1%
-147.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | -1.0% | +6.0% | +5.3% |
| 30D | +7.7% | -12.3% | +19.9% | +13.4% |
| 3M | +1.7% | -6.4% | +8.0% | +3.9% |
| 6M | +113.9% | +15.0% | +98.9% | +100.9% |
| YTD | +168.9% | +30.5% | +138.4% | +138.3% |
| 1Y | +207.2% | +35.7% | +171.5% | +166.2% |
| 3Y | +227.7% | +68.4% | +159.3% | +154.4% |
| 5Y | +118.0% | +73.1% | +44.9% | +64.3% |
| 10Y | +1,682.1% | +92.7% | +1,589.4% | +1,012.0% |
| All | +243.6% | +391.1% | -147.6% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling