+82.6%
HST vs WWD
+145.2%
-62.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.0% |
| 7D | -2.7% | +4.2% | -6.8% | -3.8% |
| 30D | +10.7% | -2.1% | +12.8% | +11.2% |
| 3M | +6.3% | -13.2% | +19.4% | +10.1% |
| 6M | +19.0% | -16.9% | +35.9% | +24.1% |
| YTD | +47.0% | +5.2% | +41.8% | +42.3% |
| 1Y | +53.4% | +20.6% | +32.9% | +41.7% |
| All | +82.6% | +145.2% | -62.6% | +37.5% |
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 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