+1,597.5%
HST vs GWW
+16,155.8%
-14,558.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +1.7% |
| 7D | +0.6% | +5.5% | -5.0% | -2.2% |
| 30D | +14.5% | +14.4% | +0.1% | +6.8% |
| 3M | +15.4% | +13.7% | +1.7% | +7.7% |
| 6M | +22.0% | +20.1% | +1.9% | +10.2% |
| YTD | +54.9% | +47.1% | +7.8% | +25.2% |
| 1Y | +54.0% | +56.2% | -2.3% | +20.6% |
| 3Y | +90.4% | +90.5% | -0.1% | +32.9% |
| 5Y | +84.2% | +221.2% | -137.0% | -4.3% |
| 10Y | +144.6% | +648.4% | -503.8% | -25.8% |
| All | +1,597.5% | +16,155.8% | -14,558.3% | +7.3% |
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