+74.9%
USAR vs HST
+53.3%
+21.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | +2.6% | -12.3% | +14.9% | +3.9% |
| 3M | -35.0% | -6.4% | -28.7% | -34.8% |
| 6M | -6.9% | +15.0% | -21.9% | -8.8% |
| YTD | +48.0% | +30.5% | +17.5% | +45.1% |
| 1Y | +24.8% | +35.7% | -10.9% | +22.2% |
| 3Y | +73.2% | +68.4% | +4.9% | +77.2% |
| All | +74.9% | +53.3% | +21.6% | +79.0% |
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 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