+9.9%
HWM vs HST
+53.2%
-43.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +7.3% | +3.6% | +3.7% | +5.9% |
| 30D | +1.6% | +11.2% | -9.6% | -1.4% |
| 3M | -21.9% | +13.1% | -35.0% | -24.5% |
| 6M | -19.0% | +23.9% | -43.0% | -25.5% |
| YTD | +7.9% | +52.3% | -44.3% | -8.1% |
| 1Y | +9.9% | +56.7% | -46.7% | -6.8% |
| All | +9.9% | +53.2% | -43.2% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling