+22.3%
WM vs HST
+65.5%
-43.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.7% | +6.8% | +1.2% |
| 7D | +4.5% | -4.2% | +8.7% | +4.5% |
| 30D | +16.1% | +9.6% | +6.5% | +16.0% |
| 3M | +8.0% | -1.1% | +9.1% | +7.7% |
| 6M | +8.4% | +21.1% | -12.7% | +8.1% |
| YTD | +11.2% | +47.1% | -35.9% | +9.3% |
| 1Y | +22.3% | +64.0% | -41.7% | +19.9% |
| All | +22.3% | +65.5% | -43.1% | +19.9% |
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 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