+348.5%
HWM vs HST
+89.2%
+259.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.5% |
| 7D | +5.0% | -1.3% | +6.2% | +5.5% |
| 30D | +1.5% | +13.4% | -11.9% | -2.9% |
| 3M | -20.3% | +16.7% | -37.0% | -24.7% |
| 6M | -18.0% | +24.0% | -42.0% | -24.8% |
| YTD | +9.5% | +54.0% | -44.5% | -7.8% |
| 1Y | +7.5% | +55.0% | -47.6% | -9.9% |
| All | +348.5% | +89.2% | +259.3% | +231.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling