+562.4%
HST vs WAT
+10,816.8%
-10,254.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.0% | -1.3% | +0.2% | -0.7% |
| 30D | -12.3% | +2.3% | -14.6% | -12.9% |
| 3M | -6.4% | +8.7% | -15.1% | -8.9% |
| 6M | +15.0% | +28.3% | -13.3% | +5.9% |
| YTD | +30.5% | +7.8% | +22.7% | +25.8% |
| 1Y | +35.7% | +36.6% | -0.9% | +21.6% |
| 3Y | +68.4% | +45.7% | +22.7% | +44.9% |
| 5Y | +73.1% | -3.3% | +76.4% | +65.1% |
| 10Y | +92.7% | +162.1% | -69.4% | +36.8% |
| All | +562.4% | +10,816.8% | -10,254.4% | +150.4% |
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