+1,587.7%
HST vs WSM
+40,190.9%
-38,603.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | +13.4% | +10.1% | +3.3% | +10.4% |
| 3M | +16.7% | +4.9% | +11.8% | +15.0% |
| 6M | +24.0% | +49.8% | -25.8% | +10.6% |
| YTD | +54.0% | +48.7% | +5.2% | +37.4% |
| 1Y | +55.0% | +38.7% | +16.3% | +40.9% |
| 3Y | +89.3% | +269.5% | -180.2% | +26.4% |
| 5Y | +85.4% | +179.0% | -93.6% | +28.7% |
| 10Y | +137.1% | +1,162.3% | -1,025.1% | +0.3% |
| All | +1,587.7% | +40,190.9% | -38,603.2% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling