+7,128.3%
URI vs HST
+337.6%
+6,790.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.7% | -1.5% | -4.0% |
| 7D | -12.9% | -4.2% | -8.8% | -10.8% |
| 30D | -3.4% | +9.6% | -13.0% | -8.1% |
| 3M | -10.0% | -1.1% | -8.9% | -9.7% |
| 6M | +12.2% | +21.1% | -8.9% | +0.2% |
| YTD | +29.8% | +47.1% | -17.3% | +4.1% |
| 1Y | +24.6% | +64.0% | -39.4% | -6.2% |
| 3Y | +137.6% | +77.1% | +60.5% | +70.8% |
| 5Y | +176.6% | +71.8% | +104.9% | +97.5% |
| 10Y | +1,402.6% | +146.3% | +1,256.3% | +750.2% |
| All | +7,128.3% | +337.6% | +6,790.7% | +2,039.5% |
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