+8,438.8%
USB vs HST
+1,330.6%
+7,108.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.4% | -1.0% | +2.5% | +1.8% |
| 30D | -1.3% | -12.3% | +10.9% | +3.4% |
| 3M | +15.2% | -6.4% | +21.6% | +17.8% |
| 6M | +18.8% | +15.0% | +3.8% | +12.4% |
| YTD | +21.0% | +30.5% | -9.5% | +9.2% |
| 1Y | +34.0% | +35.7% | -1.7% | +19.0% |
| 3Y | +95.3% | +68.4% | +26.9% | +60.4% |
| 5Y | +40.4% | +73.1% | -32.8% | +11.4% |
| 10Y | +107.3% | +92.7% | +14.6% | +52.1% |
| All | +8,438.8% | +1,330.6% | +7,108.2% | +3,852.2% |
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 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