+69.6%
HST vs WCC
+131.2%
-61.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.7% |
| 7D | -1.0% | +4.5% | -5.5% | -2.2% |
| 30D | -12.3% | -5.8% | -6.5% | -11.1% |
| 3M | -6.4% | -3.7% | -2.7% | -6.1% |
| 6M | +15.0% | +23.1% | -8.0% | +6.5% |
| YTD | +30.5% | +44.2% | -13.6% | +14.8% |
| 1Y | +35.7% | +62.1% | -26.4% | +14.1% |
| All | +69.6% | +131.2% | -61.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling