+122.4%
HST vs WAT
+222.4%
-100.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +11.2% | +5.4% | +5.8% | +9.0% |
| 3M | +13.1% | +11.3% | +1.8% | +8.2% |
| 6M | +23.9% | +37.4% | -13.5% | +8.4% |
| YTD | +52.3% | +21.2% | +31.1% | +38.2% |
| 1Y | +56.7% | +21.3% | +35.3% | +42.0% |
| 3Y | +87.5% | +83.4% | +4.1% | +35.6% |
| 5Y | +82.8% | +29.0% | +53.8% | +51.3% |
| All | +122.4% | +222.4% | -100.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling