+298.2%
WBD vs HST
+160.2%
+138.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | +8.8% | -12.3% | +21.0% | +13.8% |
| 3M | +4.6% | -6.4% | +11.0% | +6.7% |
| 6M | +1.1% | +15.0% | -13.9% | -4.6% |
| YTD | -2.0% | +30.5% | -32.5% | -11.9% |
| 1Y | +140.0% | +35.7% | +104.3% | +112.3% |
| 3Y | +144.4% | +68.4% | +76.0% | +102.4% |
| 5Y | -0.2% | +73.1% | -73.3% | -18.1% |
| 10Y | +9.1% | +92.7% | -83.6% | -18.0% |
| All | +298.2% | +160.2% | +138.0% | +112.7% |
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 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