+138,844.2%
UNH vs HST
+1,587.7%
+137,256.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +6.5% | +13.4% | -6.9% | +3.5% |
| 3M | +0.8% | +16.7% | -15.9% | -2.7% |
| 6M | +6.1% | +24.0% | -17.9% | +0.9% |
| YTD | +24.5% | +54.0% | -29.5% | +12.6% |
| 1Y | +26.3% | +55.0% | -28.7% | +14.1% |
| 3Y | -20.7% | +89.3% | -110.1% | -32.7% |
| 5Y | -3.6% | +85.4% | -89.0% | -20.0% |
| 10Y | +225.1% | +137.1% | +87.9% | +141.4% |
| All | +138,844.2% | +1,587.7% | +137,256.5% | +50,837.9% |
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