+59.7%
WM vs HST
+71.5%
-11.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +1.2% | -2.7% | +3.9% | +1.4% |
| 30D | +13.1% | +10.7% | +2.4% | +11.9% |
| 3M | +3.6% | +6.3% | -2.6% | +2.9% |
| 6M | +8.1% | +19.0% | -10.9% | +6.0% |
| YTD | +8.9% | +47.0% | -38.1% | +4.2% |
| 1Y | +20.3% | +53.4% | -33.1% | +14.5% |
| 3Y | +46.2% | +78.0% | -31.8% | +35.3% |
| All | +59.7% | +71.5% | -11.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling