+717.8%
HST vs WWD
+15,408.5%
-14,690.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | -12.3% | -7.2% | -5.1% | -9.3% |
| 3M | -6.4% | -3.8% | -2.5% | -5.7% |
| 6M | +15.0% | -9.9% | +24.9% | +18.6% |
| YTD | +30.5% | +14.8% | +15.7% | +19.4% |
| 1Y | +35.7% | +42.1% | -6.4% | +11.2% |
| 3Y | +68.4% | +170.8% | -102.4% | -1.4% |
| 5Y | +73.1% | +197.5% | -124.4% | -4.7% |
| 10Y | +92.7% | +477.8% | -385.1% | -25.6% |
| All | +717.8% | +15,408.5% | -14,690.8% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling