+328.1%
HST vs ITOT
+875.1%
-547.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +3.6% | +2.5% | +1.1% | -0.3% |
| 30D | +11.2% | -1.7% | +12.9% | +14.0% |
| 3M | +13.1% | -3.4% | +16.4% | +18.8% |
| 6M | +23.9% | +2.1% | +21.8% | +18.8% |
| YTD | +52.3% | +11.5% | +40.8% | +27.2% |
| 1Y | +56.7% | +13.6% | +43.0% | +26.9% |
| 3Y | +87.5% | +77.2% | +10.3% | -25.8% |
| 5Y | +82.8% | +64.4% | +18.4% | -19.5% |
| 10Y | +134.6% | +288.6% | -154.0% | -78.0% |
| All | +328.1% | +875.1% | -547.0% | -90.3% |
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 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