+336.3%
WBD vs HST
+167.2%
+169.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +35.0% | -0.7% | +20.9% |
| 7D | +34.3% | +35.0% | -0.7% | +20.9% |
| 30D | +34.3% | +35.0% | -0.7% | +20.9% |
| 3M | +34.3% | +35.0% | -0.7% | +20.9% |
| 6M | +34.3% | +35.0% | -0.7% | +20.9% |
| YTD | +34.3% | +35.0% | -0.7% | +20.9% |
| 1Y | +63.0% | +43.3% | +19.7% | +43.4% |
| 3Y | +206.7% | +68.2% | +138.5% | +157.9% |
| 5Y | +18.4% | +73.3% | -54.9% | -1.7% |
| 10Y | +11.8% | +120.8% | -109.0% | -18.3% |
| All | +336.3% | +167.2% | +169.1% | +134.0% |
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