+1,570.6%
HST vs GWW
+16,483.6%
-14,913.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | +3.6% | +3.7% | -0.1% | +1.7% |
| 30D | +9.9% | +13.6% | -3.7% | +2.8% |
| 3M | +12.9% | +15.4% | -2.4% | +4.6% |
| 6M | +22.9% | +21.8% | +1.1% | +10.2% |
| YTD | +52.4% | +50.0% | +2.4% | +22.0% |
| 1Y | +52.5% | +60.2% | -7.7% | +17.9% |
| 3Y | +87.4% | +94.4% | -6.9% | +29.4% |
| 5Y | +82.9% | +221.8% | -138.9% | -5.1% |
| 10Y | +134.8% | +665.8% | -531.0% | -29.6% |
| All | +1,570.6% | +16,483.6% | -14,913.0% | +4.5% |
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