+66.1%
HST vs WSM
+239.4%
-173.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.0% | +2.6% | -0.6% | +1.3% |
| 30D | -5.2% | -9.5% | +4.3% | -2.7% |
| 3M | -6.2% | +12.9% | -19.1% | -9.5% |
| 6M | +20.4% | +23.0% | -2.6% | +13.4% |
| YTD | +30.6% | +28.9% | +1.7% | +21.6% |
| 1Y | +37.4% | +13.7% | +23.7% | +31.4% |
| 3Y | +66.1% | +232.6% | -166.5% | +25.8% |
| All | +66.1% | +239.4% | -173.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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