+82.3%
HST vs WTW
+55.3%
+27.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | +3.6% | +2.0% | +1.6% | +2.9% |
| 30D | +11.2% | +12.9% | -1.7% | +6.7% |
| 3M | +13.1% | +0.7% | +12.4% | +12.6% |
| 6M | +23.9% | +39.5% | -15.6% | +9.1% |
| YTD | +52.3% | +3.1% | +49.2% | +49.0% |
| 1Y | +56.7% | +4.8% | +51.9% | +52.2% |
| 3Y | +87.5% | +42.9% | +44.6% | +53.4% |
| All | +82.3% | +55.3% | +27.0% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling