+1,245.5%
WDC vs HST
+97.7%
+1,147.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +6.0% | +2.0% | +4.0% | +4.8% |
| 30D | +9.9% | -5.2% | +15.2% | +13.2% |
| 3M | -9.4% | -6.2% | -3.2% | -6.1% |
| 6M | +94.7% | +20.4% | +74.3% | +74.4% |
| YTD | +177.4% | +30.6% | +146.7% | +136.9% |
| 1Y | +412.6% | +37.4% | +375.2% | +322.8% |
| 3Y | +1,359.8% | +66.1% | +1,293.7% | +965.4% |
| 5Y | +992.6% | +73.7% | +918.9% | +661.7% |
| 10Y | +1,245.5% | +99.8% | +1,145.7% | +764.8% |
| All | +1,245.5% | +97.7% | +1,147.8% | +764.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling