+5.3%
UNH vs HST
+72.4%
-67.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.1% | +2.0% | -0.8% | +0.9% |
| 30D | -1.5% | -5.2% | +3.7% | -0.9% |
| 3M | -0.8% | -6.2% | +5.4% | -0.1% |
| 6M | +41.8% | +20.4% | +21.4% | +38.7% |
| YTD | +23.1% | +30.6% | -7.6% | +19.2% |
| 1Y | +28.5% | +37.4% | -8.8% | +23.7% |
| 3Y | -11.8% | +66.1% | -77.9% | -17.7% |
| 5Y | +5.3% | +73.7% | -68.4% | -4.1% |
| All | +5.3% | +72.4% | -67.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling