+96.6%
USB vs HST
+87.8%
+8.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | +2.4% | +3.3% | -0.9% | +0.4% |
| 30D | +6.6% | +16.4% | -9.8% | -2.8% |
| 3M | -4.1% | +5.5% | -9.6% | -7.5% |
| 6M | +12.5% | +31.1% | -18.7% | -5.8% |
| YTD | +17.6% | +55.9% | -38.3% | -12.1% |
| 1Y | +36.5% | +75.6% | -39.1% | -6.1% |
| All | +96.6% | +87.8% | +8.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling