+131.7%
HST vs WWD
+466.8%
-335.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.7% |
| 7D | -2.7% | +4.2% | -6.8% | -4.8% |
| 30D | +10.7% | -2.1% | +12.8% | +11.5% |
| 3M | +6.3% | -13.2% | +19.4% | +13.2% |
| 6M | +19.0% | -16.9% | +35.9% | +28.1% |
| YTD | +47.0% | +5.2% | +41.8% | +37.8% |
| 1Y | +53.4% | +20.6% | +32.9% | +32.6% |
| 3Y | +78.0% | +146.3% | -68.3% | -1.3% |
| 5Y | +71.7% | +171.3% | -99.7% | -12.5% |
| All | +131.7% | +466.8% | -335.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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