+1,330.6%
HST vs GWW
+14,492.5%
-13,161.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.8% |
| 30D | -12.3% | +3.3% | -15.5% | -13.9% |
| 3M | -6.4% | +2.9% | -9.3% | -8.2% |
| 6M | +15.0% | +15.8% | -0.8% | +5.8% |
| YTD | +30.5% | +32.0% | -1.5% | +11.7% |
| 1Y | +35.7% | +29.9% | +5.8% | +16.9% |
| 3Y | +68.4% | +91.1% | -22.7% | +17.2% |
| 5Y | +73.1% | +223.9% | -150.8% | -10.7% |
| 10Y | +92.7% | +567.0% | -474.3% | -38.1% |
| All | +1,330.6% | +14,492.5% | -13,161.9% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling