+54.0%
HST vs WAB
+47.8%
+6.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.0% | -1.7% | +2.6% |
| 7D | +0.6% | +4.0% | -3.4% | -0.9% |
| 30D | +14.5% | +6.3% | +8.2% | +11.9% |
| 3M | +15.4% | +3.3% | +12.1% | +13.7% |
| 6M | +22.0% | +14.5% | +7.5% | +14.6% |
| YTD | +54.9% | +42.7% | +12.2% | +23.9% |
| 1Y | +54.0% | +45.2% | +8.8% | +21.3% |
| All | +54.0% | +47.8% | +6.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling