+144.6%
HST vs WU
-35.7%
+180.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.0% |
| 7D | +0.6% | +11.0% | -10.5% | -4.7% |
| 30D | +14.5% | +13.4% | +1.1% | +7.2% |
| 3M | +15.4% | +2.2% | +13.2% | +13.2% |
| 6M | +22.0% | -18.2% | +40.2% | +31.0% |
| YTD | +54.9% | -18.3% | +73.1% | +64.6% |
| 1Y | +54.0% | -12.2% | +66.1% | +57.0% |
| 3Y | +90.4% | -20.8% | +111.3% | +99.7% |
| 5Y | +84.2% | -42.6% | +126.8% | +125.8% |
| 10Y | +144.6% | -35.5% | +180.1% | +181.4% |
| All | +144.6% | -35.7% | +180.3% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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