+66.1%
HST vs WPM
+279.1%
-213.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +7.0% | -5.0% | +1.4% |
| 30D | -5.2% | +15.7% | -21.0% | -6.4% |
| 3M | -6.2% | +35.2% | -41.4% | -8.7% |
| 6M | +20.4% | +6.1% | +14.3% | +19.0% |
| YTD | +30.6% | +32.6% | -1.9% | +27.2% |
| 1Y | +37.4% | +46.9% | -9.5% | +32.8% |
| 3Y | +66.1% | +276.3% | -210.2% | +42.5% |
| All | +66.1% | +279.1% | -213.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling