+107.0%
HST vs WPM
+523.6%
-416.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.3% | +3.9% | -4.2% | -0.5% |
| 30D | -2.8% | +17.7% | -20.5% | -3.7% |
| 3M | -6.5% | +39.4% | -45.9% | -8.3% |
| 6M | +20.7% | +6.4% | +14.3% | +19.8% |
| YTD | +30.5% | +34.0% | -3.5% | +28.0% |
| 1Y | +36.8% | +50.5% | -13.7% | +33.3% |
| 3Y | +65.9% | +280.3% | -214.4% | +53.8% |
| 5Y | +73.9% | +266.3% | -192.4% | +59.4% |
| 10Y | +107.0% | +550.8% | -443.8% | +92.2% |
| All | +107.0% | +523.6% | -416.6% | +92.2% |
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