+66.0%
HST vs WCN
+20.9%
+45.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -12.3% | +0.4% | -12.7% | -12.4% |
| 3M | -6.4% | +7.3% | -13.7% | -7.9% |
| 6M | +15.0% | -2.5% | +17.5% | +15.5% |
| YTD | +30.5% | -5.4% | +35.9% | +31.9% |
| 1Y | +35.7% | -8.5% | +44.1% | +38.5% |
| All | +66.0% | +20.9% | +45.1% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling