+78.0%
HST vs WEC
+53.8%
+24.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +10.7% | +12.3% | -1.6% | +8.4% |
| 3M | +6.3% | +8.3% | -2.0% | +4.7% |
| 6M | +19.0% | +3.5% | +15.5% | +18.0% |
| YTD | +47.0% | +12.7% | +34.3% | +43.0% |
| 1Y | +53.4% | +8.2% | +45.3% | +50.5% |
| 3Y | +78.0% | +55.9% | +22.1% | +58.8% |
| All | +78.0% | +53.8% | +24.2% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling