+412.4%
WDC vs HST
+36.9%
+375.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +6.0% | +2.0% | +4.0% | +4.9% |
| 30D | +9.9% | -5.2% | +15.1% | +12.8% |
| 3M | -9.4% | -6.2% | -3.2% | -6.3% |
| 6M | +94.7% | +20.4% | +74.2% | +77.9% |
| YTD | +177.3% | +30.6% | +146.6% | +146.3% |
| 1Y | +412.4% | +37.4% | +375.1% | +343.1% |
| All | +412.4% | +36.9% | +375.5% | +343.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling