+1,524.1%
HWM vs HST
+142.8%
+1,381.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +3.4% | -2.7% | +6.1% | +5.1% |
| 30D | -7.5% | +10.7% | -18.2% | -12.7% |
| 3M | -28.9% | +6.3% | -35.1% | -31.4% |
| 6M | -19.6% | +19.0% | -38.6% | -27.8% |
| YTD | +0.6% | +47.0% | -46.4% | -20.2% |
| 1Y | +0.3% | +53.4% | -53.1% | -22.6% |
| 3Y | +326.1% | +78.0% | +248.1% | +190.7% |
| 5Y | +525.2% | +71.7% | +453.5% | +315.6% |
| All | +1,524.1% | +142.8% | +1,381.3% | +840.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling