+44.0%
HISF vs VOO
+384.0%
-339.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -0.1% | +2.0% | -2.2% | -0.8% |
| 6M | -0.7% | +13.0% | -13.8% | -4.2% |
| YTD | 0.0% | +13.6% | -13.6% | -3.7% |
| 1Y | +2.2% | +20.1% | -17.9% | -3.2% |
| 3Y | +15.8% | +77.6% | -61.8% | -3.5% |
| 5Y | +7.4% | +82.4% | -75.0% | -12.1% |
| 10Y | +32.6% | +316.8% | -284.2% | -16.4% |
| All | +44.0% | +384.0% | -339.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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