+1,387.4%
HWM vs HST
+141.4%
+1,246.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | +3.3% | -2.7% | +6.0% | +5.0% |
| 30D | -7.6% | +10.7% | -18.3% | -12.7% |
| 3M | -28.9% | +6.3% | -35.2% | -31.5% |
| 6M | -19.7% | +19.0% | -38.6% | -27.8% |
| YTD | +0.5% | +47.0% | -46.5% | -20.2% |
| 1Y | +0.3% | +53.4% | -53.2% | -22.6% |
| 3Y | +325.8% | +78.0% | +247.8% | +190.7% |
| 5Y | +524.7% | +71.7% | +453.1% | +315.7% |
| 10Y | +1,491.8% | +146.2% | +1,345.6% | +805.0% |
| All | +1,387.4% | +141.4% | +1,246.0% | +745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling