+109.0%
HST vs WTW
+198.0%
-89.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +0.9% | -5.7% | +6.6% | +3.2% |
| 30D | -2.5% | -7.3% | +4.8% | +0.4% |
| 3M | -5.1% | +21.5% | -26.6% | -13.1% |
| 6M | +21.6% | +9.6% | +12.0% | +15.5% |
| YTD | +31.6% | -3.3% | +34.9% | +31.0% |
| 1Y | +36.1% | -6.1% | +42.3% | +37.1% |
| 3Y | +66.5% | +61.8% | +4.6% | +27.4% |
| 5Y | +76.6% | +42.7% | +33.9% | +41.5% |
| All | +109.0% | +198.0% | -89.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling