+122.6%
HST vs WING
+620.6%
-498.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | +3.6% | -3.9% | +7.5% | +4.2% |
| 30D | +9.9% | +26.6% | -16.7% | +5.3% |
| 3M | +12.9% | +42.5% | -29.6% | +5.4% |
| 6M | +22.9% | +29.4% | -6.5% | +15.8% |
| YTD | +52.4% | -32.8% | +85.2% | +58.7% |
| 1Y | +52.5% | -33.5% | +86.0% | +58.8% |
| 3Y | +87.4% | -23.4% | +110.8% | +80.5% |
| 5Y | +82.9% | -0.4% | +83.4% | +59.4% |
| All | +122.6% | +620.6% | -498.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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