+63.3%
WM vs HST
+70.3%
-7.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.7% | +6.8% | +1.7% |
| 7D | +4.5% | -4.2% | +8.7% | +4.9% |
| 30D | +16.1% | +9.6% | +6.5% | +15.0% |
| 3M | +8.0% | -1.1% | +9.1% | +8.0% |
| 6M | +8.4% | +21.1% | -12.7% | +6.1% |
| YTD | +11.2% | +47.1% | -35.9% | +6.4% |
| 1Y | +22.3% | +64.0% | -41.7% | +15.5% |
| 3Y | +50.2% | +77.1% | -26.9% | +39.1% |
| 5Y | +63.3% | +71.8% | -8.5% | +55.5% |
| All | +63.3% | +70.3% | -7.0% | +55.5% |
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