+144.6%
HST vs WAB
+288.7%
-144.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.0% | -1.7% | +1.2% |
| 7D | +0.6% | +4.0% | -3.4% | -1.7% |
| 30D | +14.5% | +6.3% | +8.2% | +10.3% |
| 3M | +15.4% | +3.3% | +12.1% | +12.8% |
| 6M | +22.0% | +14.5% | +7.5% | +10.9% |
| YTD | +54.9% | +42.7% | +12.2% | +22.6% |
| 1Y | +54.0% | +45.2% | +8.8% | +20.5% |
| 3Y | +90.4% | +173.8% | -83.3% | -1.2% |
| 5Y | +84.2% | +223.8% | -139.6% | -14.5% |
| 10Y | +144.6% | +280.5% | -135.9% | -12.9% |
| All | +144.6% | +288.7% | -144.1% | -12.9% |
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