+767.7%
HST vs WAB
+4,103.0%
-3,335.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.9% |
| 7D | -2.7% | +1.4% | -4.1% | -3.3% |
| 30D | +10.7% | +0.4% | +10.3% | +10.4% |
| 3M | +6.3% | -3.8% | +10.1% | +7.9% |
| 6M | +19.0% | +5.1% | +13.9% | +15.2% |
| YTD | +47.0% | +33.3% | +13.7% | +27.2% |
| 1Y | +53.4% | +39.8% | +13.6% | +29.8% |
| 3Y | +78.0% | +161.1% | -83.0% | +11.7% |
| 5Y | +71.7% | +209.5% | -137.8% | -0.3% |
| 10Y | +146.2% | +293.8% | -147.6% | +22.3% |
| All | +767.7% | +4,103.0% | -3,335.3% | +130.4% |
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 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