+741.5%
HWM vs HST
+74.0%
+667.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -11.0% | -12.3% | +1.3% | -5.8% |
| 3M | +4.0% | -6.4% | +10.4% | +6.7% |
| 6M | -0.2% | +15.0% | -15.2% | -7.1% |
| YTD | +26.7% | +30.5% | -3.9% | +10.9% |
| 1Y | +44.7% | +35.7% | +9.0% | +23.9% |
| 3Y | +426.1% | +68.4% | +357.7% | +290.6% |
| All | +741.5% | +74.0% | +667.5% | +488.4% |
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