+646.2%
HST vs WAT
+12,102.7%
-11,456.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +10.7% | +5.0% | +5.7% | +9.1% |
| 3M | +6.3% | +14.5% | -8.2% | +2.0% |
| 6M | +19.0% | +30.9% | -11.9% | +9.3% |
| YTD | +47.0% | +20.5% | +26.6% | +37.1% |
| 1Y | +53.4% | +23.3% | +30.2% | +42.1% |
| 3Y | +78.0% | +81.5% | -3.5% | +43.8% |
| 5Y | +71.7% | +33.4% | +38.3% | +49.5% |
| 10Y | +146.2% | +231.5% | -85.3% | +64.2% |
| All | +646.2% | +12,102.7% | -11,456.4% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling