+159.7%
HST vs WPM
+5,967.5%
-5,807.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -12.3% | +26.4% | -38.6% | -15.8% |
| 3M | -6.4% | +20.8% | -27.2% | -9.8% |
| 6M | +15.0% | +1.1% | +13.9% | +13.6% |
| YTD | +30.5% | +32.5% | -1.9% | +22.5% |
| 1Y | +35.7% | +51.5% | -15.9% | +24.0% |
| 3Y | +68.4% | +267.0% | -198.6% | +29.6% |
| 5Y | +73.1% | +250.1% | -177.0% | +32.3% |
| 10Y | +92.7% | +540.4% | -447.6% | +22.1% |
| All | +159.7% | +5,967.5% | -5,807.8% | -15.5% |
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 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