+17,845.4%
WDC vs HST
+1,330.6%
+16,514.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +1.7% | -1.0% | +2.8% | +2.1% |
| 30D | -10.0% | -12.3% | +2.3% | -5.2% |
| 3M | -18.8% | -6.4% | -12.4% | -16.8% |
| 6M | +79.0% | +15.0% | +64.0% | +69.7% |
| YTD | +171.6% | +30.5% | +141.0% | +145.1% |
| 1Y | +417.4% | +35.7% | +381.7% | +358.5% |
| 3Y | +1,251.8% | +68.4% | +1,183.4% | +1,001.7% |
| 5Y | +911.7% | +73.1% | +838.6% | +711.6% |
| 10Y | +1,399.6% | +92.7% | +1,306.9% | +1,024.0% |
| All | +17,845.4% | +1,330.6% | +16,514.8% | +8,341.9% |
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