+368.3%
HST vs WTW
+1,181.4%
-813.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.2% |
| 7D | +3.6% | +2.0% | +1.6% | +2.4% |
| 30D | +11.2% | +12.9% | -1.7% | +3.7% |
| 3M | +13.1% | +0.7% | +12.4% | +12.1% |
| 6M | +23.9% | +39.5% | -15.6% | +0.9% |
| YTD | +52.3% | +3.1% | +49.2% | +44.5% |
| 1Y | +56.7% | +4.8% | +51.9% | +47.2% |
| 3Y | +87.5% | +42.9% | +44.6% | +43.1% |
| 5Y | +82.8% | +55.3% | +27.5% | +30.3% |
| 10Y | +134.6% | +217.2% | -82.6% | -0.5% |
| All | +368.3% | +1,181.4% | -813.2% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling