+585.8%
WDC vs HST
+138.5%
+447.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | -2.7% | -25.3% | -26.5% |
| 30D | -34.9% | +10.7% | -45.6% | -38.4% |
| 3M | -41.6% | +6.3% | -47.8% | -43.5% |
| 6M | -45.4% | +19.0% | -64.3% | -50.6% |
| YTD | +53.3% | +47.0% | +6.3% | +22.5% |
| 1Y | +61.5% | +53.4% | +8.1% | +25.6% |
| 3Y | +712.3% | +78.0% | +634.3% | +471.6% |
| 5Y | +524.2% | +71.7% | +452.5% | +337.2% |
| All | +585.8% | +138.5% | +447.4% | +311.1% |
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