+90.7%
HST vs WY
-24.3%
+115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +3.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | +14.5% | +8.0% | +6.5% | +10.0% |
| 3M | +15.4% | -17.7% | +33.1% | +26.0% |
| 6M | +22.0% | -10.8% | +32.7% | +27.4% |
| YTD | +54.9% | -10.6% | +65.4% | +60.1% |
| 1Y | +54.0% | -5.7% | +59.7% | +54.3% |
| All | +90.7% | -24.3% | +115.0% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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