+131.7%
HST vs VFC
-46.2%
+177.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -2.7% | +11.2% | -13.9% | -6.3% |
| 30D | +10.7% | +41.5% | -30.8% | -2.2% |
| 3M | +6.3% | +38.9% | -32.7% | -5.8% |
| 6M | +19.0% | +6.1% | +12.8% | +14.3% |
| YTD | +47.0% | +14.5% | +32.5% | +36.1% |
| 1Y | +53.4% | +46.0% | +7.5% | +29.4% |
| 3Y | +78.0% | +36.4% | +41.6% | +29.4% |
| 5Y | +71.7% | -67.5% | +139.2% | +158.0% |
| All | +131.7% | -46.2% | +177.9% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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