+109.0%
HST vs ITOT
+303.4%
-194.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.9% |
| 30D | -2.5% | -1.5% | -1.0% | -0.9% |
| 3M | -5.1% | +3.6% | -8.7% | -9.0% |
| 6M | +21.6% | +13.7% | +7.9% | +4.9% |
| YTD | +31.6% | +12.9% | +18.7% | +14.4% |
| 1Y | +36.1% | +17.2% | +19.0% | +13.2% |
| 3Y | +66.5% | +75.6% | -9.2% | -12.2% |
| 5Y | +76.6% | +75.5% | +1.1% | -6.3% |
| All | +109.0% | +303.4% | -194.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling