+56.7%
HST vs WAT
+20.2%
+36.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | +11.2% | +5.4% | +5.8% | +10.3% |
| 3M | +13.1% | +11.3% | +1.8% | +11.1% |
| 6M | +23.9% | +37.4% | -13.5% | +16.6% |
| YTD | +52.3% | +21.2% | +31.1% | +43.8% |
| 1Y | +56.7% | +21.3% | +35.3% | +47.9% |
| All | +56.7% | +20.2% | +36.5% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling