+144.6%
URI vs HST
+77.1%
+67.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.7% | -1.5% | -3.5% |
| 7D | -12.9% | -4.2% | -8.8% | -10.5% |
| 30D | -3.4% | +9.6% | -13.0% | -8.7% |
| 3M | -10.0% | -1.1% | -8.9% | -9.6% |
| 6M | +12.2% | +21.1% | -8.9% | -2.5% |
| YTD | +29.8% | +47.1% | -17.3% | -1.5% |
| 1Y | +24.6% | +64.0% | -39.4% | -12.8% |
| All | +144.6% | +77.1% | +67.5% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling