+245.3%
UNH vs HST
+101.1%
+144.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -3.8% | -2.8% | -1.1% | -3.3% |
| 3M | -4.3% | -6.5% | +2.2% | -3.0% |
| 6M | +38.6% | +20.7% | +17.9% | +32.7% |
| YTD | +20.7% | +30.5% | -9.8% | +13.4% |
| 1Y | +16.0% | +36.8% | -20.8% | +7.8% |
| 3Y | -13.5% | +65.9% | -79.4% | -24.6% |
| 5Y | +3.5% | +73.9% | -70.4% | -13.8% |
| 10Y | +245.3% | +107.0% | +138.3% | +141.3% |
| All | +245.3% | +101.1% | +144.3% | +141.3% |
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