+630.8%
HLT vs WST
+656.6%
-25.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -4.1% | -4.6% | +0.5% | -3.2% |
| 3M | -10.6% | +5.7% | -16.3% | -11.7% |
| 6M | +2.0% | +37.6% | -35.5% | -4.6% |
| YTD | +6.1% | +23.0% | -16.9% | +1.2% |
| 1Y | +9.8% | +33.8% | -24.0% | +2.5% |
| 3Y | +99.0% | -13.4% | +112.4% | +94.0% |
| 5Y | +151.5% | -27.0% | +178.4% | +148.8% |
| 10Y | +561.1% | +324.5% | +236.6% | +266.2% |
| All | +630.8% | +656.6% | -25.8% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling