+87.5%
HST vs WWD
+148.2%
-60.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.6% | +4.0% | -0.4% | +2.5% |
| 30D | +11.2% | +0.4% | +10.8% | +10.9% |
| 3M | +13.1% | -7.9% | +21.0% | +15.3% |
| 6M | +23.9% | -10.6% | +34.5% | +26.6% |
| YTD | +52.3% | +9.4% | +42.9% | +45.8% |
| 1Y | +56.7% | +25.7% | +30.9% | +43.0% |
| 3Y | +87.5% | +148.5% | -61.0% | +40.4% |
| All | +87.5% | +148.2% | -60.6% | +40.4% |
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