+66.1%
HST vs WAB
+168.6%
-102.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.0% | +1.7% | +0.3% | +1.2% |
| 30D | -5.2% | -2.4% | -2.8% | -4.2% |
| 3M | -6.2% | +9.7% | -15.9% | -11.4% |
| 6M | +20.4% | +16.5% | +3.9% | +9.4% |
| YTD | +30.6% | +33.7% | -3.1% | +9.7% |
| 1Y | +37.4% | +49.7% | -12.3% | +7.8% |
| 3Y | +66.1% | +170.9% | -104.8% | -8.4% |
| All | +66.1% | +168.6% | -102.4% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling