+107.0%
HST vs WCC
+506.2%
-399.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -0.3% | +6.8% | -7.1% | -2.9% |
| 30D | -2.8% | -3.0% | +0.2% | -2.0% |
| 3M | -6.5% | +0.2% | -6.7% | -7.9% |
| 6M | +20.7% | +33.2% | -12.4% | +5.0% |
| YTD | +30.5% | +45.8% | -15.4% | +8.7% |
| 1Y | +36.8% | +68.4% | -31.6% | +6.4% |
| 3Y | +65.9% | +131.1% | -65.2% | +5.2% |
| 5Y | +73.9% | +225.6% | -151.7% | -10.4% |
| 10Y | +107.0% | +534.2% | -427.1% | -34.5% |
| All | +107.0% | +506.2% | -399.2% | -34.5% |
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