+166.0%
UMC vs HST
+479.4%
-313.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.2% |
| 7D | +0.1% | -1.3% | +1.4% | +1.1% |
| 30D | -28.7% | +13.4% | -42.1% | -32.1% |
| 3M | -15.1% | +16.7% | -31.8% | -20.3% |
| 6M | +5.0% | +24.0% | -19.1% | -4.3% |
| YTD | +108.2% | +54.0% | +54.2% | +72.7% |
| 1Y | +121.7% | +55.0% | +66.7% | +83.0% |
| 3Y | +139.8% | +89.3% | +50.4% | +78.0% |
| 5Y | +85.1% | +85.4% | -0.3% | +36.1% |
| 10Y | +1,341.4% | +137.1% | +1,204.2% | +727.4% |
| All | +166.0% | +479.4% | -313.4% | -29.7% |
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