+610.2%
HWM vs HST
+83.2%
+527.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.5% |
| 7D | +5.0% | -1.3% | +6.2% | +5.6% |
| 30D | +1.5% | +13.4% | -11.9% | -3.9% |
| 3M | -20.3% | +16.7% | -37.0% | -25.7% |
| 6M | -18.0% | +24.0% | -42.0% | -26.0% |
| YTD | +9.5% | +54.0% | -44.5% | -10.7% |
| 1Y | +7.5% | +55.0% | -47.6% | -12.8% |
| 3Y | +355.7% | +89.3% | +266.3% | +224.8% |
| 5Y | +610.2% | +85.4% | +524.8% | +398.1% |
| All | +610.2% | +83.2% | +527.0% | +398.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling