+181.2%
WBD vs HST
+57.8%
+123.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -2.0% |
| 7D | +0.5% | +5.4% | -4.9% | -3.3% |
| 30D | -1.6% | +13.0% | -14.6% | -10.3% |
| 3M | -0.9% | +16.3% | -17.2% | -12.3% |
| 6M | +19.6% | +28.6% | -9.0% | -3.0% |
| YTD | -5.9% | +26.9% | -32.9% | -22.6% |
| 1Y | +200.9% | +58.3% | +142.6% | +99.8% |
| All | +181.2% | +57.8% | +123.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling