+266.8%
HST vs ITOT
+896.7%
-629.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -12.3% | 0.0% | -12.3% | -12.3% |
| 3M | -6.4% | +2.0% | -8.3% | -9.7% |
| 6M | +15.0% | +13.0% | +2.0% | -5.7% |
| YTD | +30.5% | +14.0% | +16.5% | +5.7% |
| 1Y | +35.7% | +19.9% | +15.8% | +1.0% |
| 3Y | +68.4% | +75.8% | -7.4% | -32.3% |
| 5Y | +73.1% | +73.8% | -0.7% | -30.3% |
| 10Y | +92.7% | +295.9% | -203.2% | -82.4% |
| All | +266.8% | +896.7% | -629.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling