+27.5%
KWEB vs HST
+110.2%
-82.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | -8.7% | -12.3% | +3.5% | -5.0% |
| 3M | -4.0% | -6.4% | +2.4% | -2.3% |
| 6M | -13.1% | +15.0% | -28.1% | -17.4% |
| YTD | -23.5% | +30.5% | -54.0% | -30.3% |
| 1Y | -27.2% | +35.7% | -62.8% | -34.7% |
| 3Y | -2.1% | +68.4% | -70.5% | -19.5% |
| 5Y | -40.8% | +73.1% | -113.9% | -51.8% |
| 10Y | -17.5% | +92.7% | -110.2% | -38.9% |
| All | +27.5% | +110.2% | -82.7% | -15.9% |
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