+36.8%
HST vs WCC
+66.8%
-30.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.3% | +6.8% | -7.1% | -1.2% |
| 30D | -2.8% | -3.0% | +0.2% | -2.4% |
| 3M | -6.5% | +0.2% | -6.7% | -6.6% |
| 6M | +20.7% | +33.2% | -12.4% | +13.5% |
| YTD | +30.5% | +45.8% | -15.4% | +21.4% |
| 1Y | +36.8% | +68.4% | -31.6% | +25.5% |
| All | +36.8% | +66.8% | -30.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling