+75.4%
USAR vs HST
+53.4%
+22.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | -8.6% | -5.2% | -3.4% | -8.2% |
| 3M | -20.5% | -6.2% | -14.3% | -20.2% |
| 6M | +1.2% | +20.4% | -19.2% | -0.9% |
| YTD | +48.4% | +30.6% | +17.8% | +45.5% |
| 1Y | +30.6% | +37.4% | -6.7% | +28.0% |
| 3Y | +73.6% | +66.1% | +7.5% | +77.6% |
| All | +75.4% | +53.4% | +22.0% | +79.5% |
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 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