+670.2%
HST vs WAB
+4,092.2%
-3,422.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.1% |
| 7D | -1.0% | -3.2% | +2.2% | +0.5% |
| 30D | -12.3% | -4.4% | -7.8% | -10.5% |
| 3M | -6.4% | +7.9% | -14.2% | -10.3% |
| 6M | +15.0% | +8.7% | +6.3% | +9.5% |
| YTD | +30.5% | +33.0% | -2.5% | +13.2% |
| 1Y | +35.7% | +46.7% | -11.0% | +12.1% |
| 3Y | +68.4% | +153.0% | -84.6% | +7.3% |
| 5Y | +73.1% | +222.3% | -149.1% | -1.2% |
| 10Y | +92.7% | +291.0% | -198.2% | -3.9% |
| All | +670.2% | +4,092.2% | -3,422.0% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling