+122.6%
HST vs WCC
+440.3%
-317.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.6% | +14.2% | -10.6% | -1.6% |
| 30D | +9.9% | -9.8% | +19.7% | +13.3% |
| 3M | +12.9% | -10.1% | +23.1% | +15.7% |
| 6M | +22.9% | -9.4% | +32.3% | +23.9% |
| YTD | +52.4% | +34.4% | +18.0% | +29.2% |
| 1Y | +52.5% | +23.3% | +29.3% | +33.6% |
| 3Y | +87.4% | +137.9% | -50.5% | +15.3% |
| 5Y | +82.9% | +144.0% | -61.0% | +4.7% |
| All | +122.6% | +440.3% | -317.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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