+770.0%
WDC vs HST
+87.2%
+682.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | +12.1% | +3.6% | +8.5% | +9.5% |
| 30D | -18.8% | +11.2% | -30.0% | -23.5% |
| 3M | -39.3% | +13.1% | -52.4% | -43.6% |
| 6M | -40.1% | +23.9% | -64.0% | -47.6% |
| YTD | +71.8% | +52.3% | +19.5% | +31.2% |
| 1Y | +88.5% | +56.7% | +31.8% | +40.7% |
| 3Y | +770.0% | +87.5% | +682.5% | +453.3% |
| All | +770.0% | +87.2% | +682.8% | +453.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling