+35.7%
HST vs WETO
-98.9%
+134.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -20.8% | +21.1% | +0.3% |
| 7D | -1.0% | -55.4% | +54.4% | -1.0% |
| 30D | -12.3% | -48.5% | +36.2% | -12.3% |
| 3M | -6.4% | -97.5% | +91.1% | -5.2% |
| 6M | +15.0% | -94.2% | +109.2% | +14.4% |
| YTD | +30.5% | -97.0% | +127.5% | +30.2% |
| 1Y | +35.7% | -98.9% | +134.6% | +37.6% |
| All | +35.7% | -98.9% | +134.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling