+127.7%
WBD vs HST
+37.9%
+89.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +3.9% | -2.8% | +6.6% | +4.3% |
| 3M | +5.1% | -6.5% | +11.6% | +5.7% |
| 6M | +0.6% | +20.7% | -20.1% | -4.1% |
| YTD | -3.2% | +30.5% | -33.6% | -9.6% |
| 1Y | +127.7% | +36.8% | +90.9% | +121.6% |
| All | +127.7% | +37.9% | +89.8% | +121.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling