+137.1%
HST vs WCN
+309.3%
-172.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +13.4% | +25.3% | -11.9% | +2.3% |
| 3M | +16.7% | +15.4% | +1.3% | +9.1% |
| 6M | +24.0% | +27.8% | -3.8% | +10.1% |
| YTD | +54.0% | +10.6% | +43.4% | +45.3% |
| 1Y | +55.0% | +15.8% | +39.3% | +43.0% |
| 3Y | +89.3% | +50.3% | +39.1% | +48.4% |
| 5Y | +85.4% | +46.9% | +38.5% | +44.8% |
| 10Y | +137.1% | +318.8% | -181.6% | +16.3% |
| All | +137.1% | +309.3% | -172.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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