+10,029.5%
WDC vs HST
+1,511.7%
+8,517.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | -2.7% | -25.3% | -27.0% |
| 30D | -34.9% | +10.7% | -45.6% | -37.2% |
| 3M | -41.6% | +6.3% | -47.8% | -42.8% |
| 6M | -45.4% | +19.0% | -64.3% | -48.9% |
| YTD | +53.3% | +47.0% | +6.3% | +32.4% |
| 1Y | +61.5% | +53.4% | +8.1% | +37.1% |
| 3Y | +712.3% | +78.0% | +634.3% | +550.3% |
| 5Y | +524.2% | +71.7% | +452.5% | +402.5% |
| 10Y | +616.5% | +146.2% | +470.3% | +393.8% |
| All | +10,029.5% | +1,511.7% | +8,517.8% | +4,462.4% |
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