+107.0%
HST vs VIG
+241.3%
-134.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | -0.3% | -1.2% | +0.9% | +1.1% |
| 30D | -2.8% | -2.8% | 0.0% | +0.6% |
| 3M | -6.5% | +2.5% | -8.9% | -9.3% |
| 6M | +20.7% | +8.1% | +12.6% | +9.8% |
| YTD | +30.5% | +9.6% | +20.9% | +16.8% |
| 1Y | +36.8% | +14.2% | +22.6% | +16.5% |
| 3Y | +65.9% | +56.1% | +9.8% | -1.6% |
| 5Y | +73.9% | +62.8% | +11.1% | -1.0% |
| 10Y | +107.0% | +248.2% | -141.2% | -45.0% |
| All | +107.0% | +241.3% | -134.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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