+99.8%
HST vs WEC
+143.0%
-43.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -5.2% | +0.3% | -5.6% | -5.4% |
| 3M | -6.2% | -2.9% | -3.3% | -5.6% |
| 6M | +20.4% | -5.9% | +26.4% | +22.1% |
| YTD | +30.6% | +4.1% | +26.5% | +28.8% |
| 1Y | +37.4% | +3.1% | +34.2% | +35.7% |
| 3Y | +66.1% | +40.8% | +25.3% | +49.6% |
| 5Y | +73.7% | +31.7% | +42.0% | +58.4% |
| 10Y | +99.8% | +141.1% | -41.3% | +60.9% |
| All | +99.8% | +143.0% | -43.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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