+99.8%
HST vs VFC
-69.1%
+168.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.7% |
| 7D | +2.0% | +0.8% | +1.1% | +1.7% |
| 30D | -5.2% | -11.9% | +6.7% | -1.0% |
| 3M | -6.2% | -20.2% | +13.9% | +0.1% |
| 6M | +20.4% | -23.0% | +43.4% | +29.1% |
| YTD | +30.6% | -26.2% | +56.8% | +41.6% |
| 1Y | +37.4% | -13.3% | +50.7% | +38.3% |
| 3Y | +66.1% | -25.5% | +91.6% | +49.1% |
| 5Y | +73.7% | -78.1% | +151.8% | +195.3% |
| 10Y | +99.8% | -68.8% | +168.6% | +188.9% |
| All | +99.8% | -69.1% | +168.9% | +188.9% |
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