+87.5%
HST vs WST
+24.3%
+63.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +3.6% | +4.2% | -0.6% | +3.1% |
| 30D | +11.2% | +11.2% | 0.0% | +10.1% |
| 3M | +13.1% | +20.4% | -7.3% | +11.0% |
| 6M | +23.9% | +37.9% | -14.0% | +19.9% |
| YTD | +52.3% | +51.8% | +0.5% | +45.5% |
| 1Y | +56.7% | +56.6% | 0.0% | +49.2% |
| 3Y | +87.5% | +24.2% | +63.3% | +64.7% |
| All | +87.5% | +24.3% | +63.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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