-42.1%
KWEB vs HST
+74.5%
-116.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | +0.9% | -6.4% | -5.9% |
| 30D | -10.7% | -2.5% | -8.2% | -9.7% |
| 3M | -7.4% | -5.1% | -2.3% | -5.7% |
| 6M | -19.3% | +21.6% | -40.9% | -27.1% |
| YTD | -27.8% | +31.6% | -59.4% | -37.3% |
| 1Y | -35.9% | +36.1% | -72.1% | -45.6% |
| 3Y | -1.9% | +66.5% | -68.4% | -27.8% |
| All | -42.1% | +74.5% | -116.6% | -60.7% |
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