+26,336.4%
WM vs HST
+1,330.6%
+25,005.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -2.4% | -12.3% | +9.9% | -0.2% |
| 3M | +0.4% | -6.4% | +6.8% | +1.4% |
| 6M | -9.5% | +15.0% | -24.5% | -12.1% |
| YTD | +0.5% | +30.5% | -30.0% | -4.7% |
| 1Y | -1.1% | +35.7% | -36.8% | -7.0% |
| 3Y | +46.0% | +68.4% | -22.3% | +30.2% |
| 5Y | +51.8% | +73.1% | -21.3% | +31.9% |
| 10Y | +307.5% | +92.7% | +214.8% | +230.1% |
| All | +26,336.4% | +1,330.6% | +25,005.8% | +18,468.0% |
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