+41.2%
USB vs HST
+74.0%
-32.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.4% | -1.0% | +2.5% | +2.0% |
| 30D | -1.3% | -12.3% | +10.9% | +5.2% |
| 3M | +15.2% | -6.4% | +21.6% | +18.6% |
| 6M | +18.8% | +15.0% | +3.8% | +9.8% |
| YTD | +21.0% | +30.5% | -9.5% | +4.8% |
| 1Y | +34.0% | +35.7% | -1.7% | +13.4% |
| 3Y | +95.3% | +68.4% | +26.9% | +48.8% |
| All | +41.2% | +74.0% | -32.8% | +3.2% |
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