+99.8%
HST vs WAB
+283.1%
-183.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.0% | +1.7% | +0.3% | +1.0% |
| 30D | -5.2% | -2.4% | -2.8% | -4.0% |
| 3M | -6.2% | +9.7% | -15.9% | -12.2% |
| 6M | +20.4% | +16.5% | +3.9% | +8.1% |
| YTD | +30.6% | +33.7% | -3.1% | +7.8% |
| 1Y | +37.4% | +49.7% | -12.3% | +5.4% |
| 3Y | +66.1% | +170.9% | -104.8% | -12.9% |
| 5Y | +73.7% | +228.0% | -154.3% | -19.5% |
| 10Y | +99.8% | +284.8% | -185.0% | -27.9% |
| All | +99.8% | +283.1% | -183.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling