+1,330.6%
HST vs WSM
+34,755.7%
-33,425.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | -1.0% | -3.3% | +2.2% | -0.2% |
| 30D | -12.3% | -8.4% | -3.9% | -10.2% |
| 3M | -6.4% | +9.7% | -16.0% | -8.9% |
| 6M | +15.0% | +16.7% | -1.7% | +9.9% |
| YTD | +30.5% | +28.7% | +1.8% | +21.3% |
| 1Y | +35.7% | +13.7% | +22.0% | +29.9% |
| 3Y | +68.4% | +230.1% | -161.7% | +15.7% |
| 5Y | +73.1% | +179.0% | -105.8% | +20.1% |
| 10Y | +92.7% | +1,002.5% | -909.8% | -15.5% |
| All | +1,330.6% | +34,755.7% | -33,425.1% | +186.4% |
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