+216.1%
UNH vs HST
+133.7%
+82.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.4% | +3.6% | -0.2% | +2.6% |
| 30D | +3.0% | +11.2% | -8.2% | +0.6% |
| 3M | +2.7% | +13.1% | -10.4% | 0.0% |
| 6M | +2.8% | +23.9% | -21.1% | -2.1% |
| YTD | +25.9% | +52.3% | -26.4% | +14.4% |
| 1Y | +25.8% | +56.7% | -30.9% | +13.7% |
| 3Y | -20.0% | +87.5% | -107.5% | -31.8% |
| 5Y | -2.8% | +82.8% | -85.6% | -19.2% |
| All | +216.1% | +133.7% | +82.3% | +129.2% |
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