+22.7%
USB vs HST
+70.3%
-47.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | +0.8% |
| 7D | -1.5% | -4.2% | +2.7% | +0.6% |
| 30D | +4.3% | +9.6% | -5.3% | -0.5% |
| 3M | -6.1% | -1.1% | -5.0% | -5.9% |
| 6M | +9.4% | +21.1% | -11.7% | -1.5% |
| YTD | +15.2% | +47.1% | -31.9% | -6.3% |
| 1Y | +32.8% | +64.0% | -31.3% | +1.8% |
| 3Y | +91.3% | +77.1% | +14.2% | +40.8% |
| 5Y | +22.7% | +71.8% | -49.1% | -9.4% |
| All | +22.7% | +70.3% | -47.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling