-18.3%
USAR vs HST
+72.7%
-91.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.9% | +10.9% |
| 7D | -14.5% | -2.7% | -11.8% | -14.1% |
| 30D | -37.8% | +10.7% | -48.5% | -38.4% |
| 3M | -52.8% | +6.3% | -59.0% | -53.0% |
| 6M | -71.2% | +19.0% | -90.2% | -71.9% |
| YTD | -30.9% | +47.0% | -77.9% | -33.0% |
| 1Y | -48.0% | +53.4% | -101.5% | -49.6% |
| 3Y | -19.7% | +78.0% | -97.7% | -18.9% |
| All | -18.3% | +72.7% | -91.0% | -17.4% |
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