+203.4%
URI vs HST
+74.0%
+129.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -2.0% | -1.0% | -0.9% | -1.4% |
| 30D | -12.9% | -12.3% | -0.7% | -6.0% |
| 3M | -6.7% | -6.4% | -0.4% | -3.8% |
| 6M | +19.0% | +15.0% | +4.0% | +7.5% |
| YTD | +25.5% | +30.5% | -5.0% | +4.6% |
| 1Y | +5.5% | +35.7% | -30.1% | -14.5% |
| 3Y | +111.3% | +68.4% | +42.9% | +47.9% |
| All | +203.4% | +74.0% | +129.4% | +103.0% |
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