+1,340.7%
URI vs HST
+142.8%
+1,197.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -9.8% | -2.7% | -7.1% | -8.2% |
| 30D | +1.7% | +10.7% | -9.0% | -4.6% |
| 3M | -9.1% | +6.3% | -15.3% | -12.6% |
| 6M | +9.9% | +19.0% | -9.1% | -2.8% |
| YTD | +31.2% | +47.0% | -15.8% | +1.2% |
| 1Y | +25.9% | +53.4% | -27.5% | -5.7% |
| 3Y | +147.4% | +78.0% | +69.4% | +66.1% |
| 5Y | +179.7% | +71.7% | +108.1% | +85.4% |
| All | +1,340.7% | +142.8% | +1,197.8% | +633.3% |
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