+36.8%
HST vs GWW
+29.4%
+7.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -2.8% | -1.4% | -1.3% | -2.5% |
| 3M | -6.5% | -3.6% | -2.8% | -5.8% |
| 6M | +20.7% | +15.1% | +5.6% | +13.0% |
| YTD | +30.5% | +27.5% | +3.0% | +16.4% |
| 1Y | +36.8% | +29.6% | +7.2% | +20.1% |
| All | +36.8% | +29.4% | +7.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling