+99.8%
HST vs WWD
+476.2%
-376.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.1% |
| 7D | +2.0% | +0.8% | +1.2% | +1.5% |
| 30D | -5.2% | -6.4% | +1.2% | -2.3% |
| 3M | -6.2% | -5.6% | -0.6% | -4.7% |
| 6M | +20.4% | -9.1% | +29.5% | +23.8% |
| YTD | +30.6% | +12.5% | +18.1% | +19.0% |
| 1Y | +37.4% | +41.3% | -4.0% | +9.4% |
| 3Y | +66.1% | +170.2% | -104.1% | -11.8% |
| 5Y | +73.7% | +192.5% | -118.8% | -14.4% |
| 10Y | +99.8% | +476.9% | -377.1% | -32.3% |
| All | +99.8% | +476.2% | -376.4% | -32.3% |
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