+192.6%
HST vs WPM
+5,236.6%
-5,044.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | -2.7% | +16.9% | -19.6% | -5.3% |
| 30D | +10.7% | +2.0% | +8.7% | +10.1% |
| 3M | +6.3% | +8.9% | -2.7% | +4.1% |
| 6M | +19.0% | +1.6% | +17.4% | +17.4% |
| YTD | +47.0% | +16.5% | +30.5% | +40.5% |
| 1Y | +53.4% | +42.2% | +11.2% | +41.6% |
| 3Y | +78.0% | +213.3% | -135.3% | +40.4% |
| 5Y | +71.7% | +249.9% | -178.2% | +30.8% |
| 10Y | +146.2% | +549.4% | -403.2% | +54.7% |
| All | +192.6% | +5,236.6% | -5,044.0% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling