+72.1%
HST vs WAB
+200.7%
-128.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -1.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.5% |
| 30D | +10.7% | +0.4% | +10.3% | +10.3% |
| 3M | +6.3% | -3.8% | +10.1% | +8.4% |
| 6M | +19.0% | +5.1% | +13.9% | +13.7% |
| YTD | +47.0% | +33.3% | +13.7% | +19.5% |
| 1Y | +53.4% | +39.8% | +13.6% | +20.8% |
| 3Y | +78.0% | +161.1% | -83.0% | -13.1% |
| All | +72.1% | +200.7% | -128.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling