+143.7%
HLT vs WST
-24.9%
+168.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -2.6% | -2.0% | -0.6% | -2.3% |
| 3M | -9.4% | +4.1% | -13.5% | -10.1% |
| 6M | +2.7% | +47.4% | -44.7% | -3.4% |
| YTD | +6.8% | +25.4% | -18.6% | +2.6% |
| 1Y | +12.4% | +35.3% | -22.9% | +6.4% |
| 3Y | +100.2% | -11.7% | +111.9% | +96.5% |
| 5Y | +143.7% | -24.0% | +167.7% | +133.6% |
| All | +143.7% | -24.9% | +168.7% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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