+1,569.3%
HST vs WY
+612.4%
+956.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | +3.6% | -0.8% | +4.4% | +4.0% |
| 30D | +11.2% | +10.1% | +1.1% | +5.0% |
| 3M | +13.1% | -15.4% | +28.5% | +22.8% |
| 6M | +23.9% | -8.3% | +32.2% | +28.0% |
| YTD | +52.3% | -9.8% | +62.1% | +57.6% |
| 1Y | +56.7% | -3.9% | +60.6% | +56.5% |
| 3Y | +87.5% | -23.3% | +110.8% | +108.9% |
| 5Y | +82.8% | -31.2% | +114.0% | +115.1% |
| 10Y | +134.6% | +5.5% | +129.0% | +101.8% |
| All | +1,569.3% | +612.4% | +956.9% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling