+136,006.1%
UNH vs HST
+1,330.6%
+134,675.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | -3.8% | -12.3% | +8.5% | -1.0% |
| 3M | +0.7% | -6.4% | +7.1% | +2.1% |
| 6M | +37.9% | +15.0% | +22.9% | +33.3% |
| YTD | +21.9% | +30.5% | -8.6% | +14.5% |
| 1Y | +31.4% | +35.7% | -4.3% | +22.1% |
| 3Y | -11.4% | +68.4% | -79.8% | -23.0% |
| 5Y | +2.5% | +73.1% | -70.6% | -13.7% |
| 10Y | +242.9% | +92.7% | +150.1% | +166.6% |
| All | +136,006.1% | +1,330.6% | +134,675.4% | +51,691.3% |
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 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