+78.0%
HST vs WCC
+110.7%
-32.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | -2.7% | -14.7% | +12.0% | +0.9% |
| 30D | +10.7% | -20.1% | +30.8% | +16.4% |
| 3M | +6.3% | -21.2% | +27.4% | +11.7% |
| 6M | +19.0% | -19.2% | +38.1% | +23.4% |
| YTD | +47.0% | +20.2% | +26.8% | +34.7% |
| 1Y | +53.4% | +14.5% | +39.0% | +42.3% |
| 3Y | +78.0% | +115.1% | -37.1% | +21.4% |
| All | +78.0% | +110.7% | -32.7% | +21.4% |
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