+122.4%
HST vs WPM
+749.7%
-627.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.6% | -3.6% | +7.1% | +3.8% |
| 30D | +11.2% | +1.4% | +9.8% | +11.0% |
| 3M | +13.1% | -0.2% | +13.3% | +12.9% |
| 6M | +23.9% | -7.3% | +31.2% | +23.9% |
| YTD | +52.3% | +12.3% | +39.9% | +50.6% |
| 1Y | +56.7% | +24.9% | +31.8% | +54.1% |
| 3Y | +87.5% | +210.4% | -122.8% | +75.0% |
| 5Y | +82.8% | +210.4% | -127.6% | +68.3% |
| All | +122.4% | +749.7% | -627.3% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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