+148.4%
WBD vs HST
+68.6%
+79.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | +2.0% | -2.7% | -2.1% |
| 30D | +5.0% | -5.2% | +10.2% | +8.8% |
| 3M | +6.2% | -6.2% | +12.5% | +9.9% |
| 6M | +0.6% | +20.4% | -19.8% | -14.7% |
| YTD | -2.4% | +30.6% | -33.1% | -23.3% |
| 1Y | +127.7% | +37.4% | +90.3% | +70.1% |
| 3Y | +148.4% | +66.1% | +82.3% | +42.7% |
| All | +148.4% | +68.6% | +79.8% | +42.7% |
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 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