+69.6%
HST vs WWD
+170.0%
-100.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | -12.3% | -7.2% | -5.1% | -10.4% |
| 3M | -6.4% | -3.8% | -2.5% | -6.0% |
| 6M | +15.0% | -9.9% | +24.9% | +17.3% |
| YTD | +30.5% | +14.8% | +15.7% | +23.2% |
| 1Y | +35.7% | +42.1% | -6.4% | +18.6% |
| All | +69.6% | +170.0% | -100.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling