+301.1%
HST vs WTW
+1,094.8%
-793.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +1.9% |
| 7D | -0.3% | -7.1% | +6.8% | +3.8% |
| 30D | -2.8% | -8.5% | +5.8% | +2.0% |
| 3M | -6.5% | +20.6% | -27.0% | -16.9% |
| 6M | +20.7% | +7.2% | +13.5% | +13.5% |
| YTD | +30.5% | -3.9% | +34.3% | +29.2% |
| 1Y | +36.8% | -3.6% | +40.4% | +34.8% |
| 3Y | +65.9% | +60.7% | +5.2% | +17.4% |
| 5Y | +73.9% | +42.2% | +31.8% | +30.3% |
| 10Y | +107.0% | +195.5% | -88.4% | -8.8% |
| All | +301.1% | +1,094.8% | -793.7% | +41.1% |
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