+282.1%
WBD vs HST
+153.1%
+129.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | +0.5% | +5.4% | -4.9% | -1.4% |
| 30D | -1.6% | +13.0% | -14.6% | -6.0% |
| 3M | -0.9% | +16.3% | -17.2% | -6.5% |
| 6M | +19.6% | +28.6% | -9.0% | +8.6% |
| YTD | -5.9% | +26.9% | -32.9% | -14.1% |
| 1Y | +200.9% | +58.3% | +142.6% | +152.5% |
| 3Y | +101.4% | +50.1% | +51.3% | +74.5% |
| 5Y | -27.8% | +54.9% | -82.7% | -38.4% |
| 10Y | -4.1% | +102.2% | -106.4% | -28.6% |
| All | +282.1% | +153.1% | +129.1% | +107.2% |
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