+6,893.4%
URI vs HST
+288.3%
+6,605.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | -1.0% | -0.9% | -1.4% |
| 30D | -12.9% | -12.3% | -0.7% | -6.8% |
| 3M | -6.7% | -6.4% | -0.4% | -4.0% |
| 6M | +19.0% | +15.0% | +4.0% | +9.3% |
| YTD | +25.5% | +30.5% | -5.0% | +7.5% |
| 1Y | +5.5% | +35.7% | -30.1% | -11.8% |
| 3Y | +111.3% | +68.4% | +42.9% | +56.3% |
| 5Y | +198.6% | +73.1% | +125.4% | +112.3% |
| 10Y | +1,179.9% | +92.7% | +1,087.2% | +724.8% |
| All | +6,893.4% | +288.3% | +6,605.2% | +2,110.1% |
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